Peabody Energy Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0934 | 10.93 | |
| 0.0770 | 10.28 | |
| 0.9158 | 296.29 | |
| 0.0104 | 0.92 |
Estimation Period:
May 22, 2001 to Apr 3, 2017
May 22, 2001 to Apr 3, 2017
News Impact Curve
Volatility Forecasts
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