Harvest ELI Lily HI Incm SHR GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.88% (-8.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4410 | 4.24 | |
| 0.0850 | 3.25 | |
| 0.7515 | 25.73 | |
| 0.1829 | 2.21 |
Estimation Period:
Aug 21, 2024 to Feb 6, 2026
Aug 21, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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