Peabody Energy Corporation GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
72.37%
decreased by 0.58%
1 Week
72.48%
decreased by 0.47%
1 Month
72.89%
decreased by 0.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0707 | 4.21 | |
| 0.0533 | 10.16 | |
| 0.9471 | 376.74 | |
| -0.0046 | -0.56 |
Estimation Period:
Apr 3, 2017 to Jun 5, 2026
Apr 3, 2017 to Jun 5, 2026
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