CVS Health Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.09%
decreased by 0.43%
1 Week
27.25%
decreased by 0.27%
1 Month
27.82%
increased by 0.30%
Analysis last updated: Friday, June 12, 2026 at 11:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0433 | 13.07 | |
| 0.0199 | 8.78 | |
| 0.9408 | 368.80 | |
| 0.0602 | 13.97 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other CVS Health Corp Analyses
Other GJR-GARCH Analyses on Equities