V-Lab
Allurion Technologies Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
131.30%
decreased by 15.81%
1 Week
131.17%
decreased by 15.94%
1 Month
130.67%
decreased by 16.44%
Analysis last updated: Tuesday, August 25, 2026 at 09:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.78 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5767 | 6.25*** |
α ARCH Response to squared shocks | 0.1548 | 69.87*** |
β GARCH Volatility persistence | 0.9990 | 6,166.67*** |
ν DF Student-t tail thickness | 2.7812 | 218.70*** |
Persistence:
0.999
Half-life:
693 days
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