Adagio Medical Holdings Inc AGARCH 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
66.02%
1 Week
77.22%
1 Month
164.31%
Analysis last updated: Tuesday, July 21, 2026 at 09:14 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 1.157 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.
Asymmetry: positive returns raise volatility more
AGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0039 | 2.36** |
α ARCH Response to squared shocks | 0.4380 | 9.97*** |
β GARCH Volatility persistence | 0.7190 | 44.43*** |
γ leverage Additional response to negative shocks | -0.0720 | -2.46** |
Persistence:
1.157
Half-life:
-
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