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V-Lab

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

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 Jul 10, 2026

Model 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

ParameterValuet-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