Thalia Therapeutics PLC EGARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
98.43%
increased by 1.48%
1 Week
106.63%
increased by 9.68%
1 Month
115.31%
increased by 18.36%
Analysis last updated: Thursday, May 21, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0787 | 11.24 | |
| 0.3156 | 17.90 | |
| 0.7322 | 29.55 | |
| 0.0364 | 2.39 |
Estimation Period:
Jan 4, 2007 to May 15, 2026
Jan 4, 2007 to May 15, 2026
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