Peabody Energy Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.53% (+5.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 4.54 | |
| 0.0485 | 10.04 | |
| 0.9491 | 388.33 | |
| 0.0005 | 0.06 |
Estimation Period:
Apr 3, 2017 to Feb 6, 2026
Apr 3, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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