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V-Lab

Thalia Therapeutics PLC Asy. MEM Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

84.11%

decreased by 3.45%

1 Week

88.86%

increased by 1.30%

1 Month

102.19%

increased by 14.63%

Analysis last updated: Tuesday, July 14, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Thalia Therapeutics PLC AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 2007 to Jul 10, 2026

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 40% more than equivalent positive returns.

μ

AMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.8095
14.40***
α

ARCH

Response to squared shocks

0.1867
19.49***
β

GARCH

Volatility persistence

0.7361
67.65***
γ

leverage

Additional response to negative shocks

0.0751
3.54***

Persistence:

0.960

Half-life:

17 days