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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.4666	11.12***
β GARCH Volatility persistence	0.4775	21.92***
γ leverage Additional response to negative shocks	-0.1687	-2.45**
λ₁ tau intercept Baseline long-term coefficient	0.0056	3.36***
λ₂ forecast adj. Forecast performance sensitivity	0.2096	20.69***
λ₃ tau persistence Long-term factor persistence	0.7904	94.74***

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Sable Offshore Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sable Offshore Corp Analyses