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V-Lab

Allurion Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

182.61%

decreased by 27.87%

1 Week

186.61%

decreased by 23.87%

1 Month

201.34%

decreased by 9.14%

Analysis last updated: Tuesday, August 25, 2026 at 09:40 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 Aug 21, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 136 trading days (~0.5 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

1.9200
2.49**
α

ARCH

Response to squared shocks

0.2741
5.01***
β

GARCH

Volatility persistence

0.7208
14.05***
γi Spline Coefficients
K=10
γ111.1818
0.90
γ2-11.8016
-0.71
γ3-11.4888
-0.68
γ454.8129
1.43
γ5-75.9681
-1.58
γ639.8900
1.23
γ7-6.9372
-0.48
γ8-6.0171
-0.69
γ915.7189
2.03**
γ10-13.8775
-3.41***

Persistence:

0.995

Half-life:

136 days