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V-Lab

Allurion Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

245.19%

decreased by 1.82%

1 Week

305.11%

increased by 58.10%

1 Month

470.50%

increased by 223.49%

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc S0GARCH

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 0.996, volatility shocks have a half-life of 165 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.7054
2.87***
α

ARCH

Response to squared shocks

0.2860
5.11***
β

GARCH

Volatility persistence

0.7098
12.92***
γi Spline Coefficients
K=10
γ113.9845
1.43
γ2-15.8747
-1.13
γ3-9.8189
-0.54
γ454.5114
1.26
γ5-74.9265
-1.40
γ636.7372
1.09
γ7-3.0002
-0.22
γ8-9.8974
-1.19
γ919.2836
2.74***
γ10-16.1855
-4.44***

Persistence:

0.996

Half-life:

165 days