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 Tuesday, May 26th, 2026
1 Day
50.58%
decreased by 6.52%
1 Week
50.62%
decreased by 6.48%
1 Month
50.79%
decreased by 6.31%
Analysis last updated: Friday, May 22, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 9.10 | |
| 0.2389 | 10.37 | |
| 0.7806 | 53.56 | |
| -0.0388 | -0.94 |
Estimation Period:
Feb 26, 2021 to May 22, 2026
Feb 26, 2021 to May 22, 2026
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