V-Lab
V-Lab
Perrigo Co PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:31.14% (-0.97%)

Analysis last updated: Thursday, April 18, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Perrigo Co PLC GJR-GARCH
paramt-stat
ω1.375722.96
α0.127414.56
β0.598547.11
γ0.09264.88
Estimation Period:
Dec 17, 1991 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts