Eli Lilly & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:37.66% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0370 | 13.38 | |
| 0.8266 | 95.76 | |
| 0.0793 | 14.71 | |
| 0.0133 | 2.11 | |
| 0.0403 | 3.32 | |
| 0.9565 | 69.93 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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