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V-Lab

Allurion Technologies Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

147.11%

increased by 7.10%

1 Week

146.97%

increased by 6.96%

1 Month

146.40%

increased by 6.39%

Analysis last updated: Saturday, August 22, 2026 at 01:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2021 to Aug 21, 2026
Boundary Parameters

Model Insight

With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.78 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.5767
6.25***
α

ARCH

Response to squared shocks

0.1548
69.87***
β

GARCH

Volatility persistence

0.9990
6,166.67***
ν

DF

Student-t tail thickness

2.7812
218.70***

Persistence:

0.999

Half-life:

693 days