Peabody Energy Corporation EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:63.70% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0247 | 8.49 | |
| 0.1300 | 23.38 | |
| 0.9944 | 1,092.79 | |
| -0.0085 | -1.46 |
Estimation Period:
Apr 3, 2017 to Feb 13, 2026
Apr 3, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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