Adagio Medical Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
186.97%
decreased by 7.31%
1 Week
200.58%
increased by 6.30%
1 Month
233.06%
increased by 38.78%
Analysis last updated: Friday, October 23, 2026 at 09:30 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2021 to Oct 23, 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 10 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.6230 | 1.38 |
| αARCH | 0.2293 | 3.78*** |
| βGARCH | 0.7063 | 12.64*** |
Spline Coefficients
K=10
| γ1 | 4.3015 | 0.38 |
| γ2 | -7.8799 | -0.49 |
| γ3 | 10.5780 | 1.45 |
| γ4 | -7.0229 | -1.29 |
| γ5 | -3.3507 | -0.63 |
| γ6 | 18.5578 | 2.99*** |
| γ7 | -32.5688 | -5.55*** |
| γ8 | 19.1994 | 3.01*** |
| γ9 | 3.5655 | 0.53 |
| γ10 | -8.6619 | -1.61 |
0.936
Persistence10d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6230 | 1.38 |
α ARCH Response to squared shocks | 0.2293 | 3.78*** |
β GARCH Volatility persistence | 0.7063 | 12.64*** |
Spline Coefficients
K=10
| γ1 | 4.3015 | 0.38 |
| γ2 | -7.8799 | -0.49 |
| γ3 | 10.5780 | 1.45 |
| γ4 | -7.0229 | -1.29 |
| γ5 | -3.3507 | -0.63 |
| γ6 | 18.5578 | 2.99*** |
| γ7 | -32.5688 | -5.55*** |
| γ8 | 19.1994 | 3.01*** |
| γ9 | 3.5655 | 0.53 |
| γ10 | -8.6619 | -1.61 |
Persistence:
0.936
Half-life:
10 days
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