V-Lab
FAT Brands Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
1,017.92%
decreased by 122.98%
1 Week
977.00%
decreased by 163.90%
1 Month
880.52%
decreased by 260.38%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5180 | 2.89*** |
α ARCH Response to squared shocks | 0.1492 | 4.55*** |
β GARCH Volatility persistence | 0.7519 | 16.90*** |
Spline Coefficients
K=10
| γ1 | 0.8357 | 0.57 |
| γ2 | -1.1283 | -0.53 |
| γ3 | 1.5820 | 0.90 |
| γ4 | -3.6788 | -1.80* |
| γ5 | 4.4959 | 2.32** |
| γ6 | -4.4621 | -2.93*** |
| γ7 | 5.7606 | 2.56** |
| γ8 | -7.8987 | -2.24** |
| γ9 | 11.2528 | 2.63*** |
| γ10 | -10.7637 | -3.12*** |
Persistence:
0.901
Half-life:
7 days
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