Eli Lilly & Co EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
37.83%
increased by 7.80%
1 Week
37.18%
increased by 7.15%
1 Month
37.08%
increased by 7.05%
Analysis last updated: Tuesday, June 9, 2026 at 01:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0407 | 11.94 | |
| 0.5490 | 7.19 | |
| -0.2041 | -2.06 | |
| -0.0560 | -1.24 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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