V-Lab
AIM ImmunoTech Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
100.21%
decreased by 3.05%
1 Week
108.29%
increased by 5.03%
1 Month
124.49%
increased by 21.23%
Analysis last updated: Saturday, October 3, 2026 at 12:09 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 12, 1996 to Oct 2, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 7 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.7209 | 3.91*** |
| αARCH | 0.2523 | 8.32*** |
| βGARCH | 0.6522 | 20.22*** |
Spline Coefficients
K=9
| γ1 | 0.0661 | 0.95 |
| γ2 | -0.0376 | -0.37 |
| γ3 | 0.0106 | 0.12 |
| γ4 | -0.1296 | -1.12 |
| γ5 | 0.1558 | 1.43 |
| γ6 | -0.0882 | -1.12 |
| γ7 | -0.0004 | -0.01 |
| γ8 | 0.0819 | 1.42 |
| γ9 | -0.0941 | -2.21** |
0.904
Persistence7d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7209 | 3.91*** |
α ARCH Response to squared shocks | 0.2523 | 8.32*** |
β GARCH Volatility persistence | 0.6522 | 20.22*** |
Spline Coefficients
K=9
| γ1 | 0.0661 | 0.95 |
| γ2 | -0.0376 | -0.37 |
| γ3 | 0.0106 | 0.12 |
| γ4 | -0.1296 | -1.12 |
| γ5 | 0.1558 | 1.43 |
| γ6 | -0.0882 | -1.12 |
| γ7 | -0.0004 | -0.01 |
| γ8 | 0.0819 | 1.42 |
| γ9 | -0.0941 | -2.21** |
Persistence:
0.904
Half-life:
7 days
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