Skip to main content
V-Lab

Adagio Medical Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

72.36%

increased by 1.88%

1 Week

78.87%

increased by 8.39%

1 Month

94.75%

increased by 24.27%

Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adagio Medical Holdings Inc S0GARCH

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

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 12 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6679
1.85*
α

ARCH

Response to squared shocks

0.2170
3.65***
β

GARCH

Volatility persistence

0.7264
12.63***
γi Spline Coefficients
K=8
γ12.0916
0.36
γ2-3.5610
-0.40
γ38.6981
1.61
γ4-13.3938
-3.04***
γ518.7404
4.11***
γ6-25.9160
-5.55***
γ716.4766
3.54***
γ8-3.2080
-1.06

Persistence:

0.943

Half-life:

12 days