Adagio Medical Holdings Inc Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
66.47%
increased by 2.15%
1 Week
71.27%
increased by 6.95%
1 Month
82.84%
increased by 18.52%
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 11 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6540 | 1.90* |
α ARCH Response to squared shocks | 0.2128 | 3.52*** |
β GARCH Volatility persistence | 0.7248 | 12.21*** |
Spline Coefficients
K=8
| γ1 | 2.0992 | 0.37 |
| γ2 | -3.5889 | -0.41 |
| γ3 | 8.7619 | 1.65* |
| γ4 | -13.4978 | -3.13*** |
| γ5 | 18.9498 | 4.23*** |
| γ6 | -26.3585 | -5.65*** |
| γ7 | 17.4947 | 3.57*** |
| γ8 | -5.7391 | -1.19 |
Persistence:
0.938
Half-life:
11 days
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