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V-Lab

Allurion Technologies Inc Spline-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 13th, 2026

1 Day

192.88%

increased by 18.24%

1 Week

203.30%

increased by 28.66%

1 Month

240.48%

increased by 65.84%

Analysis last updated: Saturday, July 11, 2026 at 09:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Allurion Technologies Inc SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 5, 2021 to Jul 10, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 12836 trading days (~50.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.2740
0.43
α

ARCH

Response to squared shocks

0.2925
0.35
β

GARCH

Volatility persistence

0.7075
0.86
γi Spline Coefficients
K=10
γ1-3.8051
-0.17
γ27.5199
0.29
γ3-23.5328
-0.71
γ473.1739
0.70
γ5-90.4725
-0.72
γ641.1404
0.56
γ7-0.0396
0.00
γ8-16.2373
-0.90
γ929.0525
2.36**
γ10-33.4879
-1.94*

Persistence:

1.000

Half-life:

12836 days