V-Lab
Adagio Medical Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
102.20%
decreased by 11.18%
1 Week
105.80%
decreased by 7.58%
1 Month
115.13%
increased by 1.75%
Analysis last updated: Friday, July 24, 2026 at 09:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2021 to Jul 24, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 11 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6576 | 1.87* |
α ARCH Response to squared shocks | 0.2188 | 3.64*** |
β GARCH Volatility persistence | 0.7223 | 12.53*** |
Spline Coefficients
K=8
| γ1 | 1.7244 | 0.31 |
| γ2 | -2.8109 | -0.33 |
| γ3 | 7.8646 | 1.50 |
| γ4 | -12.4692 | -2.85*** |
| γ5 | 17.8882 | 3.94*** |
| γ6 | -25.7609 | -5.93*** |
| γ7 | 17.4442 | 3.95*** |
| γ8 | -4.3474 | -1.44 |
Persistence:
0.941
Half-life:
11 days
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