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V-Lab

Fate Therapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, August 7th, 2026

1 Day

73.80%

increased by 3.36%

1 Week

75.14%

increased by 4.70%

1 Month

78.62%

increased by 8.18%

Analysis last updated: Thursday, August 6, 2026 at 09:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Fate Therapeutics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2013 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 4.65 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

28.2529
7.03***
α

ARCH

Response to squared shocks

0.0868
12.36***
β

GARCH

Volatility persistence

0.9364
81.47***
ν

DF

Student-t tail thickness

4.6491
4.24***

Persistence:

0.936

Half-life:

11 days