Eli Lilly & Co EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.48% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0205 | 15.94 | |
| 0.1176 | 27.92 | |
| 0.9884 | 1,202.48 | |
| -0.0238 | -6.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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