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 Monday, May 25th, 2026
1 Day
4,643.78%
decreased by 249.30%
1 Week
4,643.83%
decreased by 249.25%
1 Month
4,644.05%
decreased by 249.03%
Analysis last updated: Saturday, May 23, 2026 at 11:50 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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