He might be in his room.
He is probably in his room.
He could be in his room.
do they mean the same without any change in meaning?
The following have the same meaning: He [may / might / could] be in his room. Here, maybe he's in his room and maybe he isn't in his room. He is probably in his room says that the speaker is fairly certain that he is in his room.
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The following have the same meaning:
He [may / might / could] be in his room.
Here, maybe he's in his room and maybe he isn't in his room.
He is probably in his room says that the speaker is fairly certain that he is in his room. The meaning is very close to the others, but the speaker is more certain in this one.
CJ