There was an interesting piece on the topic in The Guardian recently, that covered Remington filing for bankruptcy. The news item itself got little attention, probably because it occurred a day - hours, in fact - before the Valentine's day shooting. At any rate, quoting the interesting tidbit:
The US has the highest rate of gun ownership in the world with 88 guns for every 100 people. But just 3% of the population owns an average of 17 guns each, with an estimated 7.7 million super-owners in possession of between eight and 140 guns apiece.
Edit: Okwilleke also chimed in with this document in this answer's comment that puts the household owning a gun figure in 2014 (table 2) at 22.4% in the US. Assuming the figure is correct, I'm not entirely sure how to reconcile the difference. Gun owners vs households, perhaps? Maybe also owners with several guns vs a single one? Either way there you go...
As an aside, two other bits from the Guardian article were interesting:
“They call it the Trump slump,” said Robert Spitzer, a professor at the State University of New York at Cortland and the author of five books on guns.
“Gun sales have become politicized to a great degree,” he said. “Gun purchases recently have been made not just because someone wants a new product but to make a statement; not just because of fears that there might be tighter regulation but also to make a statement against Obama.” [...]
“Gun ownership has been declining since the 1970s and there are now fewer gun owners than ever,” said Spitzer. Fewer people are hunting, younger people are less interested in gun ownership and the gun industry has had little success in its attempts to appeal to women and minorities.
The article doesn't cite any specific research. It quotes industry insiders instead. As this isn't an opinion piece and the publication is reputable, I'd tend to trust the Guardian to do the relevant fact checking before publishing, or at the very least vet their sources.
Edit: I'd also stress that neither of the above two sources provide much notion of what the number of former gun owners is.
With this in mind, I'd also re-iterate the substance of the other two good answers (IMO). Namely, lawmakers forbade the US government to fund research on the topic, so figures are from industry insiders at best. And gun enthusiasts aren't too keen about being put in a database.