Harvest ELI LLY EHD HI IN SH GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.50% (-8.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7072 | 4.89 | |
| 0.0501 | 2.21 | |
| 0.7619 | 33.44 | |
| 0.2173 | 3.01 |
Estimation Period:
Aug 21, 2024 to Feb 6, 2026
Aug 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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