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%
1 Week
181.08%
1 Month
181.51%
Analysis last updated: Saturday, July 11, 2026 at 09:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Jul 10, 2026Model 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
APMEM Model
Tap to view equation
| Parameter | Value | t-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
Other Allurion Technologies Inc Analyses
Other Asy. Power MEM Analyses on Equities