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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.4019	15.00***
β GARCH Volatility persistence	0.6555	33.02***
γ leverage Additional response to negative shocks	-0.1158	-3.23***
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.69
λ₂ forecast adj. Forecast performance sensitivity	1.0000	0.77
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

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Adagio Medical Holdings Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Adagio Medical Holdings Inc Analyses