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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Adagio Medical Holdings Inc SGARCH

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 11 trading days.

τ

Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=8
γ12.0992
0.37
γ2-3.5889
-0.41
γ38.7619
1.65*
γ4-13.4978
-3.13***
γ518.9498
4.23***
γ6-26.3585
-5.65***
γ717.4947
3.57***
γ8-5.7391
-1.19

Persistence:

0.938

Half-life:

11 days