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{name} Model Equation

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Param	Value	t-stat
mwindow	26
αARCH	0.3505	1.82*
βGARCH	0.6720	7.21***
γleverage	-0.0461	-0.19
λ₁tau intercept	10.0000	0.90
λ₂forecast adj.	1.0000	1.71*
λ₃tau persistence	0.0000	0.00

Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.3505	1.82*
β GARCH Volatility persistence	0.6720	7.21***
γ leverage Additional response to negative shocks	-0.0461	-0.19
λ₁ tau intercept Baseline long-term coefficient	10.0000	0.90
λ₂ forecast adj. Forecast performance sensitivity	1.0000	1.71*
λ₃ tau persistence Long-term factor persistence	0.0000	0.00

V-Lab

Adagio Medical Holdings Inc MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Adagio Medical Holdings Inc Analyses