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 Thursday, June 18th, 2026
1 Day
87.04%
decreased by 2.43%
1 Week
87.05%
decreased by 2.42%
1 Month
87.05%
decreased by 2.42%
Analysis last updated: Wednesday, June 17, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 4.10 | |
| 0.0877 | 5.95 | |
| 0.9284 | 223.06 | |
| -0.0321 | -1.40 |
Estimation Period:
Feb 25, 2021 to Jun 12, 2026
Feb 25, 2021 to Jun 12, 2026
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