Peabody Energy Corporation GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
69.24%
decreased by 0.32%
1 Week
69.35%
decreased by 0.21%
1 Month
69.77%
increased by 0.21%
Analysis last updated: Friday, June 12, 2026 at 11:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 5.06 | |
| 0.0490 | 21.52 | |
| 0.9490 | 414.06 |
Estimation Period:
Apr 3, 2017 to Jun 12, 2026
Apr 3, 2017 to Jun 12, 2026
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