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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

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 21, 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

3.7084
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