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Param	Value	t-stat
ωconst	2.8625	0.51
αARCH	0.2672	0.37
βGARCH	0.7328	1.02

γ₁	-3.5334	-0.16
γ₂	6.4934	0.26
γ₃	-13.7297	-1.24
γ₄	48.2170	2.37**
γ₅	-70.5737	-2.36**
γ₆	44.4625	1.68*
γ₇	-15.8037	-0.91
γ₈	1.3718	0.13
γ₉	12.4038	1.44
γ₁₀	-21.6449	-1.64

Parameter	Value	t-statistic
ω const Unconditional variance weight	2.8625	0.51
α ARCH Response to squared shocks	0.2672	0.37
β GARCH Volatility persistence	0.7328	1.02

γ₁	-3.5334	-0.16
γ₂	6.4934	0.26
γ₃	-13.7297	-1.24
γ₄	48.2170	2.37**
γ₅	-70.5737	-2.36**
γ₆	44.4625	1.68*
γ₇	-15.8037	-0.91
γ₈	1.3718	0.13
γ₉	12.4038	1.44
γ₁₀	-21.6449	-1.64

V-Lab

Allurion Technologies Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Allurion Technologies Inc Analyses