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V-Lab

Allurion Technologies Inc Spline-GARCH Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

134.15%

increased by 38.18%

1 Week

138.34%

increased by 42.37%

1 Month

153.25%

increased by 57.28%

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 SGARCH

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 0.993, volatility shocks have a half-life of 93 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Spline-GARCH Model

Tap to view equation

High persistence: persistence 0.993, shock half-life ~93 days
ParamValuet-stat
ωconst1.6181
1.90*
αARCH0.2691
4.85***
βGARCH0.7235
14.92***
γi Spline Coefficients
K=10
γ111.1630
1.02
γ2-11.7332
-0.79
γ3-9.6244
-0.72
γ449.2247
1.75*
γ5-72.0818
-1.92*
γ642.3271
1.46
γ7-11.6381
-0.77
γ8-3.2711
-0.38
γ918.2396
2.34**
γ10-30.5944
-3.00***

0.993

Persistence

93d

Half-life
τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=10
γ111.1630
1.02
γ2-11.7332
-0.79
γ3-9.6244
-0.72
γ449.2247
1.75*
γ5-72.0818
-1.92*
γ642.3271
1.46
γ7-11.6381
-0.77
γ8-3.2711
-0.38
γ918.2396
2.34**
γ10-30.5944
-3.00***

Persistence:

0.993

Half-life:

93 days