Eli Lilly & Co Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
33.25%
increased by 2.45%
1 Week
35.73%
increased by 4.93%
1 Month
36.46%
increased by 5.66%
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 | |
|---|---|---|
| 0.7677 | 3.66 | |
| 0.3124 | 1.14 | |
| 0.0000 | 0.00 | |
| -6.6470 | -0.83 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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