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V-Lab

Allurion Technologies Inc EGARCH Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

218.36%

increased by 37.76%

1 Week

236.43%

increased by 55.83%

1 Month

334.39%

increased by 153.79%

Analysis last updated: Saturday, September 19, 2026 at 09:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2021 to Sep 18, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 217 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

EGARCH Model

Tap to view equation

High persistence: persistence 0.997, shock half-life ~217 days
ParamValuet-stat
ωconst0.0936
1.44
αARCH0.4755
2.14**
βGARCH0.9968
239.04***
γleverage-0.1436
-0.98

0.997

Persistence

217d

Half-life
σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0936
1.44
α

ARCH

Response to squared shocks

0.4755
2.14**
β

GARCH

Volatility persistence

0.9968
239.04***
γ

leverage

Additional response to negative shocks

-0.1436
-0.98

Persistence:

0.997

Half-life:

217 days