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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2021 to Jul 17, 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 12 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-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*** |
Spline Coefficients
K=8
| γ1 | 2.0916 | 0.36 |
| γ2 | -3.5610 | -0.40 |
| γ3 | 8.6981 | 1.61 |
| γ4 | -13.3938 | -3.04*** |
| γ5 | 18.7404 | 4.11*** |
| γ6 | -25.9160 | -5.55*** |
| γ7 | 16.4766 | 3.54*** |
| γ8 | -3.2080 | -1.06 |
Persistence:
0.943
Half-life:
12 days
Other Adagio Medical Holdings Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities