V-Lab
Allurion Technologies Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
266.59%
decreased by 22.91%
1 Week
295.05%
increased by 5.55%
1 Month
385.81%
increased by 96.31%
Analysis last updated: Saturday, August 22, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Aug 21, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 136 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9200 | 2.49** |
α ARCH Response to squared shocks | 0.2741 | 5.01*** |
β GARCH Volatility persistence | 0.7208 | 14.05*** |
Spline Coefficients
K=10
| γ1 | 11.1818 | 0.90 |
| γ2 | -11.8016 | -0.71 |
| γ3 | -11.4888 | -0.68 |
| γ4 | 54.8129 | 1.43 |
| γ5 | -75.9681 | -1.58 |
| γ6 | 39.8900 | 1.23 |
| γ7 | -6.9372 | -0.48 |
| γ8 | -6.0171 | -0.69 |
| γ9 | 15.7189 | 2.03** |
| γ10 | -13.8775 | -3.41*** |
Persistence:
0.995
Half-life:
136 days
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