Peabody Energy Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
66.89%
decreased by 2.88%
1 Week
65.11%
decreased by 4.66%
1 Month
63.64%
decreased by 6.13%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8328 | 4.25 | |
| 0.0880 | 3.38 | |
| 0.5844 | 4.59 | |
| 3.5131 | 3.17 | |
| -4.2866 | -2.43 | |
| 1.8706 | 1.53 | |
| -2.6537 | -2.99 | |
| 1.7399 | 2.23 | |
| -0.6978 | -0.93 | |
| 0.5536 | 0.74 | |
| 1.3636 | 1.66 | |
| -2.0924 | -2.79 | |
| 0.6096 | 1.31 |
Estimation Period:
Apr 3, 2017 to Jun 5, 2026
Apr 3, 2017 to Jun 5, 2026
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