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Parameter	Value	t-statistic
m window Rolling window length	36
α ARCH Response to squared shocks	0.0741	6.88***
β GARCH Volatility persistence	0.6759	331.97***
γ leverage Additional response to negative shocks	0.5000	19.84***
λ₁ tau intercept Baseline long-term coefficient	8.7316	2.58**
λ₂ forecast adj. Forecast performance sensitivity	0.2068	2.40**
λ₃ tau persistence Long-term factor persistence	0.7932	7.93***

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Allurion Technologies Inc MF2-GARCH Volatility Analysis

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