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 Wednesday, August 19th, 2026
1 Day
252.28%
1 Week
252.37%
1 Month
252.75%
Analysis last updated: Wednesday, August 19, 2026 at 09:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Aug 14, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 30962411 trading days (~122866.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.51 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
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0186 | 5.74*** |
α ARCH Response to squared shocks | 0.1610 | 23.14*** |
β GARCH Volatility persistence | 0.8390 | 119.96*** |
γ leverage Additional response to negative shocks | 0.6355 | 5.92*** |
δ power Transformation power | 1.5102 | 15.63*** |
Persistence:
1.000
Half-life:
30962411 days
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