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V-Lab

Fate Therapeutics Inc Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

94.10%

decreased by 5.79%

1 Week

96.95%

decreased by 2.94%

1 Month

99.97%

increased by 0.08%

Analysis last updated: Tuesday, August 11, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Fate Therapeutics Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2013 to Aug 7, 2026

Model 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 2 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9162
7.50***
α

ARCH

Response to squared shocks

0.1212
3.72***
β

GARCH

Volatility persistence

0.6328
8.08***
γi Spline Coefficients
K=1
γ10.0024
0.51

Persistence:

0.754

Half-life:

2 days