Aaron Carroll clears up a common misconception:

While the popular assumption is that holidays are a risk factor for suicide, people aren’t really any more likely to kill themselves around the holidays than any other time of year. In a study from Japan that looked at suicides between 1979 and 1994, the rate of suicide was the lowest in the days before a holiday, but the highest in the days after the holiday. In contrast, in a study from the United States, the number of suicides within a 35-year period did not increase before, during or after holidays – including birthdays, Thanksgiving, Christmas, New Year’s Day, or the Fourth of July.

However, a smaller study of adolescents in a different part of the United States did show an association between the dates when teenagers attempted suicides and the occurrence of holidays, with a peak in suicide attempts at the end of the school year.  Interestingly, in the United States, psychiatric visits actually decrease before Christmas and increase again afterwards.  Researchers speculated that this may actually reflect increased emotional and social support during holidays. The United States Centers for Disease Control concluded that holidays do not increase the risk for suicide. Suicide data from Ireland from 1990 to 1998 also failed to connect suicides with the holidays.  While Irish women were no more likely to commit suicides on holidays than on any other days, Irish men were actually significantly less likely to commit suicides on holidays.