Eli Lilly & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.13% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0177 | 12.68 | |
| 0.0318 | 13.82 | |
| 0.9554 | 537.35 | |
| 0.0188 | 3.96 |
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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