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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	28.1557	1.81*
αARCH	0.0876	3.08***
βGARCH	0.9353	20.65***
νDF	4.6866	1.06

Parameter	Value	t-statistic
ω const Unconditional variance weight	28.1557	1.81*
α ARCH Response to squared shocks	0.0876	3.08***
β GARCH Volatility persistence	0.9353	20.65***
ν DF Student-t tail thickness	4.6866	1.06

V-Lab

Fate Therapeutics Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Fate Therapeutics Inc Analyses