Eli Lilly & Co EGARCH Volatility Analysis
Volatility Prediction for Friday, February 27th, 2026:38.81% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 15.87 | |
| 0.1167 | 27.93 | |
| 0.9885 | 1,205.46 | |
| -0.0237 | -6.67 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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