V-Lab
Fate Therapeutics Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, September 9th, 2026
1 Day
68.54%
1 Week
67.96%
1 Month
67.09%
Analysis last updated: Tuesday, September 8, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2013 to Sep 4, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. The volatility power δ = 0.81 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.5548 | 2.27** |
| αARCH | 0.2482 | 10.02*** |
| βGARCH | 0.6284 | 14.81*** |
| γleverage | -0.0425 | -1.06 |
| δpower | 0.8078 | 3.26*** |
0.826
Persistence4d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5548 | 2.27** |
α ARCH Response to squared shocks | 0.2482 | 10.02*** |
β GARCH Volatility persistence | 0.6284 | 14.81*** |
γ leverage Additional response to negative shocks | -0.0425 | -1.06 |
δ power Transformation power | 0.8078 | 3.26*** |
Persistence:
0.826
Half-life:
4 days
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