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{name} Model Equation

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Param	Value	t-stat
ωconst	1.6181	1.90*
αARCH	0.2691	4.85***
βGARCH	0.7235	14.92***

γ₁	11.1630	1.02
γ₂	-11.7332	-0.79
γ₃	-9.6244	-0.72
γ₄	49.2247	1.75*
γ₅	-72.0818	-1.92*
γ₆	42.3271	1.46
γ₇	-11.6381	-0.77
γ₈	-3.2711	-0.38
γ₉	18.2396	2.34**
γ₁₀	-30.5944	-3.00***

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6181	1.90*
α ARCH Response to squared shocks	0.2691	4.85***
β GARCH Volatility persistence	0.7235	14.92***

γ₁	11.1630	1.02
γ₂	-11.7332	-0.79
γ₃	-9.6244	-0.72
γ₄	49.2247	1.75*
γ₅	-72.0818	-1.92*
γ₆	42.3271	1.46
γ₇	-11.6381	-0.77
γ₈	-3.2711	-0.38
γ₉	18.2396	2.34**
γ₁₀	-30.5944	-3.00***

V-Lab

Allurion Technologies Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Allurion Technologies Inc Analyses