Eli Lilly & Co APARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
33.79%
increased by 1.47%
1 Week
33.84%
increased by 1.52%
1 Month
34.03%
increased by 1.71%
Analysis last updated: Saturday, June 13, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 16.81 | |
| 0.0627 | 24.92 | |
| 0.9373 | 352.36 | |
| 0.2601 | 11.01 | |
| 1.0173 | 28.89 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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