V-Lab: Eli Lilly & Co MF2-GARCH Volatility Analysis

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V-Lab

Eli Lilly & Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.54% (-1.31%)

Analysis last updated: Thursday, May 9, 2024 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0359	13.22
$β$	0.8326	87.36
$γ$	0.0708	13.62
$λ_{1}$	0.0154	1.87
$λ_{2}$	0.0436	2.85
$λ_{3}$	0.9522	53.99

Estimation Period:
Jan 2, 1990 to May 3, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts