V-Lab
Fate Therapeutics Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
80.97%
increased by 2.08%
1 Week
85.26%
increased by 6.37%
1 Month
90.36%
increased by 11.47%
Analysis last updated: Thursday, August 6, 2026 at 09:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2013 to Jul 31, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8653 | 8.62*** |
α ARCH Response to squared shocks | 0.1184 | 3.61*** |
β GARCH Volatility persistence | 0.6685 | 8.40*** |
Spline Coefficients
K=1
| γ1 | -0.0024 | -1.55 |
Persistence:
0.787
Half-life:
3 days
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