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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of FAT Brands Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 23, 2017 to Jul 24, 2026

Model 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

ParameterValuet-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