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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of FAT Brands Inc S0GARCH

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

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

ParameterValuet-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***
γi Spline Coefficients
K=10
γ10.8357
0.57
γ2-1.1283
-0.53
γ31.5820
0.90
γ4-3.6788
-1.80*
γ54.4959
2.32**
γ6-4.4621
-2.93***
γ75.7606
2.56**
γ8-7.8987
-2.24**
γ911.2528
2.63***
γ10-10.7637
-3.12***

Persistence:

0.901

Half-life:

7 days