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V-Lab

Adagio Medical Holdings Inc APARCH Volatility Analysis

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

Volatility prediction for Tuesday, July 21st, 2026

1 Day

52.08%

increased by 1.98%

1 Week

52.12%

increased by 2.02%

1 Month

52.27%

increased by 2.17%

Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adagio Medical Holdings Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 26, 2021 to Jul 17, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 28783396 trading days (~114219.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0077
1.73*
α

ARCH

Response to squared shocks

0.2042
6.46***
β

GARCH

Volatility persistence

0.7958
62.46***
γ

leverage

Additional response to negative shocks

-0.0322
-0.63
δ

power

Transformation power

1.9972
5.64***

Persistence:

1.000

Half-life:

28783396 days