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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Aug 14, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | 6.0411 | 0.41 |
| γ2 | -5.7133 | -0.30 |
| γ3 | -12.1381 | -0.74 |
| γ4 | 53.2332 | 1.40 |
| γ5 | -73.4892 | -1.54 |
| γ6 | 37.9700 | 1.19 |
| γ7 | -5.7991 | -0.41 |
| γ8 | -6.6557 | -0.77 |
| γ9 | 16.1126 | 2.09** |
| γ10 | -14.2766 | -3.49*** |
Persistence:
1.000
Half-life:
1980 days
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