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V-Lab

Adagio Medical Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

669.95%

decreased by 112.31%

1 Week

669.33%

decreased by 112.93%

1 Month

666.84%

decreased by 115.42%

Analysis last updated: Friday, July 24, 2026 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adagio Medical Holdings Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 26, 2021 to Jul 24, 2026
Extended Optimization
Boundary Parameters

Model Insight

The estimated Student-t degrees of freedom v = 2.01 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

118.3505
6.41***
α

ARCH

Response to squared shocks

0.1523
78.41***
β

GARCH

Volatility persistence

0.9990
6,363.06***
ν

DF

Student-t tail thickness

2.0101

Persistence:

0.999

Half-life:

693 days