V-Lab
AIM ImmunoTech Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
97.00%
decreased by 16.24%
1 Week
97.61%
decreased by 15.63%
1 Month
99.23%
decreased by 14.01%
Analysis last updated: Friday, August 21, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 12, 1996 to Aug 21, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 41.3126 | 7.73*** |
α ARCH Response to squared shocks | 0.1744 | 32.21*** |
β GARCH Volatility persistence | 0.9369 | 117.23*** |
ν DF Student-t tail thickness | 3.4766 | 20.10*** |
Persistence:
0.937
Half-life:
11 days
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