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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2021 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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