Adagio Medical Holdings Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
131.66%
increased by 40.33%
1 Week
116.90%
increased by 25.57%
1 Month
84.98%
decreased by 6.35%
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
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 10% more than equivalent positive returns. The volatility power δ = 0.58 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1146 | 10.63*** |
α ARCH Response to squared shocks | 0.3746 | 11.05*** |
β GARCH Volatility persistence | 0.6254 | 22.77*** |
γ leverage Additional response to negative shocks | 0.0854 | 2.60*** |
δ power Transformation power | 0.5779 | 10.11*** |
Persistence:
0.929
Half-life:
9 days
Other Adagio Medical Holdings Inc Analyses
Other Asy. Power MEM Analyses on Equities