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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2020	3.48***
α ARCH Response to squared shocks	0.2254	3.94***
β GARCH Volatility persistence	0.5885	7.55***

γ₁	-3.9817	-0.60
γ₂	7.9187	0.73
γ₃	-0.6031	-0.09
γ₄	-8.4948	-1.35
γ₅	15.8737	2.43**
γ₆	-16.6169	-3.18***
γ₇	2.8478	0.42
γ₈	5.6934	0.73
γ₉	-5.1403	-0.80
γ₁₀	3.0220	0.70

V-Lab

Sable Offshore Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Sable Offshore Corp Analyses