Eli Lilly & Co MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.50% (-3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0371 | 13.37 | |
| 0.8285 | 98.03 | |
| 0.0792 | 14.76 | |
| 0.0128 | 2.12 | |
| 0.0396 | 3.39 | |
| 0.9575 | 72.92 |
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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