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V-Lab

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%

decreased by 31.19%

1 Week

378.87%

increased by 24.17%

1 Month

812.35%

increased by 457.65%

Analysis last updated: Saturday, July 11, 2026 at 09:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc AGARCH

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 1.159 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

σ

AGARCH Model

Tap to view equation

ParameterValuet-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:

-