IMV Inc. GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
4,308.95%
decreased by 231.32%
1 Week
4,309.01%
decreased by 231.26%
1 Month
4,309.24%
decreased by 231.03%
Analysis last updated: Wednesday, June 3, 2026 at 11:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0002 | 6.69 | |
| 0.1078 | 4.36 | |
| 0.9007 | 112.15 | |
| -0.0169 | -0.58 |
Estimation Period:
Oct 12, 2009 to May 22, 2026
Oct 12, 2009 to May 22, 2026
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