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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 2013 to Aug 7, 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 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0024 | 0.51 |
Persistence:
0.754
Half-life:
2 days
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