Perrigo Co PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.32% (-3.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8068 | 27.06 | |
| 0.1373 | 14.55 | |
| 0.4991 | 36.88 | |
| 0.1404 | 5.78 |
Estimation Period:
Dec 17, 1991 to Feb 6, 2026
Dec 17, 1991 to Feb 6, 2026
News Impact Curve
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