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V-Lab
Eli Lilly & Co EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:31.55% (-1.01%)

Analysis last updated: Wednesday, May 8, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eli Lilly & Co EGARCH
paramt-stat
ω0.018615.63
α0.111025.44
β0.98891171.68
γ-0.0193-5.42
Estimation Period:
Jan 2, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts