Allurion Technologies Inc AGARCH 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
323.51%
1 Week
378.87%
1 Month
812.35%
Analysis last updated: Saturday, July 11, 2026 at 09:28 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
Estimated persistence of 1.159 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.
Asymmetry: negative returns raise volatility more
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.3270 | 4.53*** |
β GARCH Volatility persistence | 0.8316 | 32.60*** |
γ leverage Additional response to negative shocks | 0.0306 | 3.11*** |
Persistence:
1.159
Half-life:
-
Other Allurion Technologies Inc Analyses
Other AGARCH Analyses on Equities