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V-Lab

Allurion Technologies Inc Asy. Power 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

180.97%

decreased by 2.57%

1 Week

181.08%

decreased by 2.46%

1 Month

181.51%

decreased by 2.03%

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

Date Range:

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to

6M ·

1Y ·

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graph of Allurion Technologies Inc APMEM

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

With persistence 1.000, volatility shocks have a half-life of 22691242 trading days (~90044.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.53 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

Leverage: volatility responds almost entirely to negative shocks

μ

APMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0192
5.73***
α

ARCH

Response to squared shocks

0.1714
25.37***
β

GARCH

Volatility persistence

0.8286
120.66***
γ

leverage

Additional response to negative shocks

0.6044
5.75***
δ

power

Transformation power

1.5343
15.30***

Persistence:

1.000

Half-life:

22691242 days