Peabody Energy Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:56.57% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 4.53 | |
| 0.0486 | 10.06 | |
| 0.9491 | 388.48 | |
| 0.0004 | 0.05 |
Estimation Period:
Apr 3, 2017 to Feb 13, 2026
Apr 3, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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