Adagio Medical Holdings Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
47.29%
increased by 2.11%
1 Week
47.33%
increased by 2.15%
1 Month
47.50%
increased by 2.32%
Analysis last updated: Friday, June 12, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0079 | 8.77 | |
| 0.2252 | 10.26 | |
| 0.7902 | 56.67 | |
| -0.0308 | -0.78 |
Estimation Period:
Feb 26, 2021 to Jun 12, 2026
Feb 26, 2021 to Jun 12, 2026
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