V-Lab: Peabody Energy Corporation GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Peabody Energy Corporation GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:34.09% (+1.29%)

Analysis last updated: Friday, May 3, 2024 at 09:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	16.4439	8.65
$α$	0.0464	36.05
$β$	0.9977	3303.69
$ν$	4	38.80

Estimation Period:
Apr 3, 2017 to May 3, 2024