Peabody Energy Corporation Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:67.50% (+9.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6460 | 3.69 | |
| 0.0896 | 3.45 | |
| 0.6325 | 6.21 | |
| 1.2097 | 2.81 | |
| -1.3314 | -2.36 | |
| -0.4111 | -1.41 | |
| 0.2308 | 0.88 | |
| 1.1348 | 5.27 | |
| -1.1693 | -8.06 |
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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