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V-Lab

Sable Offshore Corp GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 13th, 2026

1 Day

286.14%

decreased by 10.35%

1 Week

286.14%

decreased by 10.35%

1 Month

286.15%

decreased by 10.34%

Analysis last updated: Friday, July 10, 2026 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Sable Offshore Corp GJR-GARCH

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 1.000, volatility shocks have a half-life of 693147 trading days (~2750.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0007
5.14***
α

ARCH

Response to squared shocks

0.0710
4.41***
β

GARCH

Volatility persistence

0.9246
167.99***
γ

leverage

Additional response to negative shocks

0.0087
0.25

Persistence:

1.000

Half-life:

693147 days