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V-Lab

Allurion Technologies Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

222.15%

increased by 36.64%

1 Week

221.93%

increased by 36.42%

1 Month

221.05%

increased by 35.54%

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 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 10, 2026
Boundary Parameters

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

2.4492
6.10***
α

ARCH

Response to squared shocks

0.1581
67.05***
β

GARCH

Volatility persistence

0.9990
6,018.07***
ν

DF

Student-t tail thickness

2.8795
181.01***

Persistence:

0.999

Half-life:

693 days