V-Lab: Perrigo Co PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

Perrigo Co PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:33.90% (-1.34%)

Analysis last updated: Wednesday, May 1, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.0942	3.85
$α$	0.0600	25.51
$β$	0.9851	255.07
$ν$	4	9.20

Estimation Period:
Dec 17, 1991 to Apr 26, 2024