Peabody Energy Corporation GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.45% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0664 | 5.06 | |
| 0.0488 | 20.93 | |
| 0.9490 | 407.47 |
Estimation Period:
Apr 3, 2017 to Feb 20, 2026
Apr 3, 2017 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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