Thalia Therapeutics PLC MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
89.56%
increased by 0.31%
1 Week
91.99%
increased by 2.74%
1 Month
98.69%
increased by 9.44%
Analysis last updated: Sunday, July 19, 2026 at 04:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 2007 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5499 | 12.48*** |
α ARCH Response to squared shocks | 0.1861 | 19.70*** |
β GARCH Volatility persistence | 0.7628 | 77.75*** |
Persistence:
0.949
Half-life:
13 days
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