Peabody Energy Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.45% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0662 | 4.52 | |
| 0.0487 | 10.07 | |
| 0.9491 | 388.96 | |
| 0.0002 | 0.03 |
Estimation Period:
Apr 3, 2017 to Feb 20, 2026
Apr 3, 2017 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Peabody Energy Corporation Analyses
Other GJR-GARCH Analyses on Equities