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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 5, 2021 to Jul 10, 2026Model 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
| Parameter | Value | t-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 |
Spline Coefficients
K=10
| γ1 | -3.8051 | -0.17 |
| γ2 | 7.5199 | 0.29 |
| γ3 | -23.5328 | -0.71 |
| γ4 | 73.1739 | 0.70 |
| γ5 | -90.4725 | -0.72 |
| γ6 | 41.1404 | 0.56 |
| γ7 | -0.0396 | 0.00 |
| γ8 | -16.2373 | -0.90 |
| γ9 | 29.0525 | 2.36** |
| γ10 | -33.4879 | -1.94* |
Persistence:
1.000
Half-life:
12836 days
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