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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1859	3.56***
α ARCH Response to squared shocks	0.2371	3.71***
β GARCH Volatility persistence	0.5465	6.39***

γ₁	-4.3588	-0.62
γ₂	7.9610	0.70
γ₃	0.6689	0.09
γ₄	-10.7675	-1.67*
γ₅	18.4863	2.93***
γ₆	-18.1252	-3.13***
γ₇	3.2835	0.42
γ₈	4.2962	0.54
γ₉	-1.6361	-0.26
γ₁₀	-0.8118	-0.17

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Sable Offshore Corp Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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