Perrigo Co PLC GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
52.85%
increased by 1.20%
1 Week
47.65%
decreased by 4.00%
1 Month
42.07%
decreased by 9.58%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7358 | 26.67 | |
| 0.1331 | 14.70 | |
| 0.5171 | 39.03 | |
| 0.1390 | 5.99 |
Estimation Period:
Dec 17, 1991 to Jun 5, 2026
Dec 17, 1991 to Jun 5, 2026
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