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V-Lab

AIM ImmunoTech Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

145.45%

increased by 70.88%

1 Week

140.37%

increased by 65.80%

1 Month

127.24%

increased by 52.67%

Analysis last updated: Friday, August 14, 2026 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AIM ImmunoTech Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 12, 1996 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.7061
21.22***
α

ARCH

Response to squared shocks

0.2302
22.75***
β

GARCH

Volatility persistence

0.6811
80.41***
γ

leverage

Additional response to negative shocks

0.0146
0.69

Persistence:

0.919

Half-life:

8 days