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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Jul 31, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | 13.9845 | 1.43 |
| γ2 | -15.8747 | -1.13 |
| γ3 | -9.8189 | -0.54 |
| γ4 | 54.5114 | 1.26 |
| γ5 | -74.9265 | -1.40 |
| γ6 | 36.7372 | 1.09 |
| γ7 | -3.0002 | -0.22 |
| γ8 | -9.8974 | -1.19 |
| γ9 | 19.2836 | 2.74*** |
| γ10 | -16.1855 | -4.44*** |
Persistence:
0.996
Half-life:
165 days
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