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{name} Model Equation

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Param	Value	t-stat
ωconst	1.7691	1.99**
αARCH	0.2613	4.86***
βGARCH	0.7318	15.42***

γ₁	11.8385	1.16
γ₂	-12.8227	-0.93
γ₃	-7.7929	-0.57
γ₄	45.4973	1.59
γ₅	-68.2339	-1.79*
γ₆	40.3624	1.38
γ₇	-11.6166	-0.76
γ₈	-0.9295	-0.10
γ₉	11.1613	1.26
γ₁₀	-11.5582	-2.25**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.7691	1.99**
α ARCH Response to squared shocks	0.2613	4.86***
β GARCH Volatility persistence	0.7318	15.42***

γ₁	11.8385	1.16
γ₂	-12.8227	-0.93
γ₃	-7.7929	-0.57
γ₄	45.4973	1.59
γ₅	-68.2339	-1.79*
γ₆	40.3624	1.38
γ₇	-11.6166	-0.76
γ₈	-0.9295	-0.10
γ₉	11.1613	1.26
γ₁₀	-11.5582	-2.25**

V-Lab

Allurion Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Allurion Technologies Inc Analyses