Perrigo Co PLC GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
37.50%
decreased by 5.20%
1 Week
38.36%
decreased by 4.34%
1 Month
39.18%
decreased by 3.52%
Analysis last updated: Saturday, June 13, 2026 at 12:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7257 | 26.58 | |
| 0.1325 | 14.71 | |
| 0.5203 | 39.33 | |
| 0.1375 | 5.97 |
Estimation Period:
Dec 17, 1991 to Jun 12, 2026
Dec 17, 1991 to Jun 12, 2026
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