V-Lab
FAT Brands Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
223.08%
decreased by 31.41%
1 Week
219.52%
decreased by 34.97%
1 Month
206.52%
decreased by 47.97%
Analysis last updated: Saturday, July 25, 2026 at 09:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 23, 2017 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days. Returns follow a Student-t distribution with v = 3.15 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 35.6827 | 3.06*** |
α ARCH Response to squared shocks | 0.1100 | 29.82*** |
β GARCH Volatility persistence | 0.9803 | 167.37*** |
ν DF Student-t tail thickness | 3.1530 | 18.45*** |
Persistence:
0.980
Half-life:
35 days
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