Adagio Medical Holdings Inc Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
129.24%
1 Week
129.26%
1 Month
129.36%
Analysis last updated: Tuesday, July 21, 2026 at 09:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2021 to Jul 17, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Leverage: Negative returns increase volatility 22% more than positive returns
AMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0123 | 5.69*** |
α ARCH Response to squared shocks | 0.3242 | 7.27*** |
β GARCH Volatility persistence | 0.6399 | 24.68*** |
γ leverage Additional response to negative shocks | 0.0718 | 2.40** |
Persistence:
1.000
Half-life:
-
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