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V-Lab

Sable Offshore Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

170.80%

decreased by 1.64%

1 Week

170.46%

decreased by 1.98%

1 Month

169.11%

decreased by 3.33%

Analysis last updated: Monday, August 24, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sable Offshore Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 25, 2021 to Aug 21, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 345 trading days (~1.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.51 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

0.8571
10.68***
α

ARCH

Response to squared shocks

0.0906
58.70***
β

GARCH

Volatility persistence

0.9980
5,015.05***
ν

DF

Student-t tail thickness

2.5125
446.98***

Persistence:

0.998

Half-life:

345 days