AIM ImmunoTech Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
87.78%
decreased by 1.84%
1 Week
98.51%
increased by 8.89%
1 Month
119.05%
increased by 29.43%
Analysis last updated: Friday, October 23, 2026 at 11:58 PM 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 23, 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 | 1.7212 | 3.90*** |
| αARCH | 0.2523 | 8.30*** |
| βGARCH | 0.6523 | 20.22*** |
Spline Coefficients
K=9
| γ1 | 0.0658 | 0.94 |
| γ2 | -0.0372 | -0.36 |
| γ3 | 0.0100 | 0.11 |
| γ4 | -0.1287 | -1.11 |
| γ5 | 0.1552 | 1.42 |
| γ6 | -0.0878 | -1.12 |
| γ7 | 0.0000 | 0.00 |
| γ8 | 0.0792 | 1.39 |
| γ9 | -0.0901 | -2.16** |
0.905
Persistence7d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7212 | 3.90*** |
α ARCH Response to squared shocks | 0.2523 | 8.30*** |
β GARCH Volatility persistence | 0.6523 | 20.22*** |
Spline Coefficients
K=9
| γ1 | 0.0658 | 0.94 |
| γ2 | -0.0372 | -0.36 |
| γ3 | 0.0100 | 0.11 |
| γ4 | -0.1287 | -1.11 |
| γ5 | 0.1552 | 1.42 |
| γ6 | -0.0878 | -1.12 |
| γ7 | 0.0000 | 0.00 |
| γ8 | 0.0792 | 1.39 |
| γ9 | -0.0901 | -2.16** |
Persistence:
0.905
Half-life:
7 days
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