V-Lab
V-Lab
Peabody Energy Corp EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 4th, 2017:495.98% (+60.89%)

Analysis last updated: Monday, March 1, 2021 at 09:30 PM UTC

Date Range:

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to

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graph of Peabody Energy Corp EGARCH
paramt-stat
ω0.024712.30
α0.183522.40
β0.99541258.47
γ-0.0114-1.62
Estimation Period:
May 22, 2001 to Apr 3, 2017
Impact of return on volatility tomorrow
Volatility Forecasts