Eli Lilly & Co AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
33.02%
increased by 0.75%
1 Week
36.85%
increased by 4.58%
1 Month
37.89%
increased by 5.62%
Analysis last updated: Wednesday, June 10, 2026 at 12:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0034 | 14.39 | |
| 0.2759 | 4.77 | |
| 0.0000 | 0.00 | |
| 0.8322 | 4.68 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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