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V-Lab

Allurion Technologies Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 18th, 2026

1 Day

210.87%

decreased by 6.21%

1 Week

256.01%

increased by 38.93%

1 Month

386.83%

increased by 169.75%

Analysis last updated: Tuesday, August 18, 2026 at 09:08 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 14, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 1980 trading days (~7.9 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

3.9557
2.42**
α

ARCH

Response to squared shocks

0.2857
5.41***
β

GARCH

Volatility persistence

0.7139
13.48***
γi Spline Coefficients
K=10
γ16.0411
0.41
γ2-5.7133
-0.30
γ3-12.1381
-0.74
γ453.2332
1.40
γ5-73.4892
-1.54
γ637.9700
1.19
γ7-5.7991
-0.41
γ8-6.6557
-0.77
γ916.1126
2.09**
γ10-14.2766
-3.49***

Persistence:

1.000

Half-life:

1980 days