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V-Lab

Adagio Medical Holdings Inc EGARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

51.26%

decreased by 2.08%

1 Week

54.39%

increased by 1.05%

1 Month

67.47%

increased by 14.13%

Analysis last updated: Tuesday, July 14, 2026 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adagio Medical Holdings Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 26, 2021 to Jul 10, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 20% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1149
7.36***
α

ARCH

Response to squared shocks

0.4692
13.24***
β

GARCH

Volatility persistence

0.9761
284.59***
γ

leverage

Additional response to negative shocks

0.0421
2.17**

Persistence:

0.976

Half-life:

29 days