Harvest ELI LLY EHD HI IN SH Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.87% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5260 | 1.82 | |
| 0.0000 | 0.00 | |
| 0.7592 | 1.80 | |
| 24.7186 | 0.30 | |
| -46.5572 | -0.39 | |
| -18.0841 | -0.21 | |
| 158.2184 | 2.34 | |
| -285.6819 | -4.50 | |
| 317.5939 | 3.87 | |
| -258.1689 | -2.34 | |
| 165.6906 | 1.61 | |
| -90.8187 | -1.36 | |
| 127.3617 | 2.07 |
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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