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Fate Therapeutics Inc Asy. Power MEM Volatility Analysis

Volatility prediction for Wednesday, September 9th, 2026

1 Day

68.54%

increased by 4.64%

1 Week

67.96%

increased by 4.06%

1 Month

67.09%

increased by 3.19%

Analysis last updated: Tuesday, September 8, 2026 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fate Therapeutics Inc APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2013 to Sep 4, 2026

Model 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.

μ

APMEM Model

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Shock decay: Shocks decay with a 4-day half-lifeδ = 0.81 · sub-quadratic power
ParamValuet-stat
ωconst0.5548
2.27**
αARCH0.2482
10.02***
βGARCH0.6284
14.81***
γleverage-0.0425
-1.06
δpower0.8078
3.26***

0.826

Persistence

4d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-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