V-Lab
Peabody Energy Corporation EGARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:31.24% (-1.34%)
Analysis last updated: Friday, May 17, 2024 at 10:20 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 7.34 | |
| 0.1406 | 20.96 | |
| 0.9945 | 941.77 | |
| -0.0080 | -1.18 |
Estimation Period:
Apr 3, 2017 to May 17, 2024
Apr 3, 2017 to May 17, 2024
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