Skip to main content
V-Lab

Allurion Technologies Inc EGARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

309.92%

increased by 25.34%

1 Week

336.17%

increased by 51.59%

1 Month

479.99%

increased by 195.41%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc EGARCH

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 0.997, volatility shocks have a half-life of 239 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 88% more than positive returns

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0957
5.60***
α

ARCH

Response to squared shocks

0.4829
8.32***
β

GARCH

Volatility persistence

0.9971
901.54***
γ

leverage

Additional response to negative shocks

-0.1474
-3.74***

Persistence:

0.997

Half-life:

239 days