Eli Lilly & Co EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
34.56%
decreased by 1.17%
1 Week
34.65%
decreased by 1.08%
1 Month
34.96%
decreased by 0.77%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 15.70 | |
| 0.1158 | 28.02 | |
| 0.9886 | 1,223.54 | |
| -0.0242 | -6.86 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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