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V-Lab

Thalia Therapeutics PLC AGARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

82.28%

unchanged at 0.00%

1 Week

97.73%

increased by 15.45%

1 Month

110.22%

increased by 27.94%

Analysis last updated: Sunday, July 19, 2026 at 04:38 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Thalia Therapeutics PLC AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 2007 to Jul 17, 2026
Illiquid Asset
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

15.0000
21.41***
α

ARCH

Response to squared shocks

0.2731
17.58***
β

GARCH

Volatility persistence

0.4402
24.54***
γ

leverage

Additional response to negative shocks

0.3781
1.10

Persistence:

0.713

Half-life:

2 days