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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2021 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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