V-Lab
V-Lab
Eli Lilly & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 17th, 2024:24.19% (-0.38%)

Analysis last updated: Tuesday, April 16, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eli Lilly & Co GJR-GARCH
paramt-stat
ω0.017112.23
α0.032813.35
β0.9566503.72
γ0.01302.69
Estimation Period:
Jan 2, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts