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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 2007 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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