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Param	Value	t-stat
ωconst	1.5368	1.75*
αARCH	0.2625	4.68***
βGARCH	0.7299	15.38***

γ₁	11.0831	1.01
γ₂	-11.9763	-0.82
γ₃	-6.2572	-0.51
γ₄	40.4940	1.68*
γ₅	-63.4270	-1.92*
γ₆	39.8064	1.46
γ₇	-13.9796	-0.91
γ₈	2.6134	0.28
γ₉	7.2506	0.76
γ₁₀	-8.9854	-1.55

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.5368	1.75*
α ARCH Response to squared shocks	0.2625	4.68***
β GARCH Volatility persistence	0.7299	15.38***

γ₁	11.0831	1.01
γ₂	-11.9763	-0.82
γ₃	-6.2572	-0.51
γ₄	40.4940	1.68*
γ₅	-63.4270	-1.92*
γ₆	39.8064	1.46
γ₇	-13.9796	-0.91
γ₈	2.6134	0.28
γ₉	7.2506	0.76
γ₁₀	-8.9854	-1.55

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