Peabody Energy Corporation GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
68.61%
decreased by 1.30%
1 Week
68.72%
decreased by 1.19%
1 Month
69.18%
decreased by 0.73%
Analysis last updated: Tuesday, June 16, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0700 | 4.22 | |
| 0.0525 | 10.14 | |
| 0.9476 | 381.95 | |
| -0.0044 | -0.54 |
Estimation Period:
Apr 3, 2017 to Jun 12, 2026
Apr 3, 2017 to Jun 12, 2026
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