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V-Lab

AIM ImmunoTech Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

56.92%

decreased by 7.63%

1 Week

63.98%

decreased by 0.57%

1 Month

79.90%

increased by 15.35%

Analysis last updated: Friday, July 24, 2026 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AIM ImmunoTech Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 12, 1996 to Jul 24, 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 = 3.48 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

41.2697
7.75***
α

ARCH

Response to squared shocks

0.1754
32.26***
β

GARCH

Volatility persistence

0.9365
116.80***
ν

DF

Student-t tail thickness

3.4754
20.20***

Persistence:

0.937

Half-life:

11 days