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V-Lab

Allurion Technologies Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

69.87%

decreased by 15.29%

1 Week

69.81%

decreased by 15.35%

1 Month

69.57%

decreased by 15.59%

Analysis last updated: Wednesday, August 5, 2026 at 09:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Allurion Technologies Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2021 to Jul 31, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.88 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4789
6.08***
α

ARCH

Response to squared shocks

0.1598
68.42***
β

GARCH

Volatility persistence

0.9990
6,018.07***
ν

DF

Student-t tail thickness

2.8846
178.41***

Persistence:

0.999

Half-life:

693 days