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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 12, 1996 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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