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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2021 to Jul 17, 2026Model 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
| Parameter | Value | t-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
Other Adagio Medical Holdings Inc Analyses
Other APARCH Analyses on Equities