Allurion Technologies Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
305.86%
increased by 70.68%
1 Week
322.26%
increased by 87.08%
1 Month
378.56%
increased by 143.38%
Analysis last updated: Friday, October 16, 2026 at 09:10 AM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Oct 9, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 105 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
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High persistence: persistence 0.993, shock half-life ~105 days
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.8228 | 0.99 |
| αARCH | 0.3990 | 3.13*** |
| βGARCH | 0.5945 | 5.16*** |
Spline Coefficients
K=9
| γ1 | 7.8281 | 0.84 |
| γ2 | -6.9756 | -0.59 |
| γ3 | -0.2783 | -0.06 |
| γ4 | 9.2524 | 3.08*** |
| γ5 | -21.1753 | -5.62*** |
| γ6 | 15.2573 | 2.95*** |
| γ7 | -9.5570 | -1.54 |
| γ8 | 12.4588 | 2.10** |
| γ9 | -10.1697 | -3.15*** |
0.993
Persistence105d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8228 | 0.99 |
α ARCH Response to squared shocks | 0.3990 | 3.13*** |
β GARCH Volatility persistence | 0.5945 | 5.16*** |
Spline Coefficients
K=9
| γ1 | 7.8281 | 0.84 |
| γ2 | -6.9756 | -0.59 |
| γ3 | -0.2783 | -0.06 |
| γ4 | 9.2524 | 3.08*** |
| γ5 | -21.1753 | -5.62*** |
| γ6 | 15.2573 | 2.95*** |
| γ7 | -9.5570 | -1.54 |
| γ8 | 12.4588 | 2.10** |
| γ9 | -10.1697 | -3.15*** |
Persistence:
0.993
Half-life:
105 days
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