Perrigo Co PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.91% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8054 | 27.04 | |
| 0.1374 | 14.57 | |
| 0.4990 | 36.84 | |
| 0.1401 | 5.79 |
Estimation Period:
Dec 17, 1991 to Feb 20, 2026
Dec 17, 1991 to Feb 20, 2026
News Impact Curve
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