Sable Offshore Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
195.94%
increased by 0.22%
1 Week
195.54%
decreased by 0.18%
1 Month
193.96%
decreased by 1.76%
Analysis last updated: Friday, July 10, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 25, 2021 to Jul 10, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 338 trading days (~1.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.47 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 | 0.9194 | 10.64*** |
α ARCH Response to squared shocks | 0.0918 | 59.29*** |
β GARCH Volatility persistence | 0.9980 | 4,940.35*** |
ν DF Student-t tail thickness | 2.4706 | 478.89*** |
Persistence:
0.998
Half-life:
338 days
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