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V-Lab

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, July 21st, 2026

1 Day

52.23%

increased by 1.98%

1 Week

52.27%

increased by 2.02%

1 Month

52.42%

increased by 2.17%

Analysis last updated: Monday, July 20, 2026 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adagio Medical Holdings Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 26, 2021 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0077
8.49***
α

ARCH

Response to squared shocks

0.2160
10.27***
β

GARCH

Volatility persistence

0.7959
60.10***
γ

leverage

Additional response to negative shocks

-0.0238
-0.65

Persistence:

1.000

Half-life:

-