V-Lab
AIM ImmunoTech Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
94.25%
decreased by 12.25%
1 Week
96.27%
decreased by 10.23%
1 Month
100.98%
decreased by 5.52%
Analysis last updated: Friday, August 21, 2026 at 11:14 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 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 | 3.7084 | 21.22*** |
α ARCH Response to squared shocks | 0.2300 | 22.72*** |
β GARCH Volatility persistence | 0.6812 | 80.38*** |
γ leverage Additional response to negative shocks | 0.0144 | 0.68 |
Persistence:
0.918
Half-life:
8 days
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