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V-Lab

AIM ImmunoTech Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

62.00%

decreased by 3.29%

1 Week

70.67%

increased by 5.38%

1 Month

88.15%

increased by 22.86%

Analysis last updated: Friday, July 24, 2026 at 11:05 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 Jul 24, 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

3.7235
21.17***
α

ARCH

Response to squared shocks

0.2318
22.79***
β

GARCH

Volatility persistence

0.6793
79.80***
γ

leverage

Additional response to negative shocks

0.0142
0.67

Persistence:

0.918

Half-life:

8 days