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V-Lab

Allurion Technologies Inc Asy. MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 13th, 2026

1 Day

195.40%

decreased by 10.87%

1 Week

195.42%

decreased by 10.85%

1 Month

195.49%

decreased by 10.78%

Analysis last updated: Saturday, July 11, 2026 at 09:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2021 to Jul 10, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: volatility responds almost entirely to negative shocks

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0138
13.77***
α

ARCH

Response to squared shocks

0.0569
5.60***
β

GARCH

Volatility persistence

0.8185
151.75***
γ

leverage

Additional response to negative shocks

0.2491
11.67***

Persistence:

1.000

Half-life:

-