Eli Lilly & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:46.05% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0176 | 12.66 | |
| 0.0316 | 13.78 | |
| 0.9557 | 541.46 | |
| 0.0187 | 3.95 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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