Eli Lilly & Co GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
34.93%
decreased by 0.69%
1 Week
34.93%
decreased by 0.69%
1 Month
34.96%
decreased by 0.66%
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 | |
|---|---|---|
| 0.0172 | 12.63 | |
| 0.0307 | 13.77 | |
| 0.9564 | 552.83 | |
| 0.0190 | 4.09 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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