Skip to main content
V-Lab

Thalia Therapeutics PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

6.08%

decreased by 0.08%

1 Week

7.19%

increased by 1.03%

1 Month

10.48%

increased by 4.32%

Analysis last updated: Tuesday, July 14, 2026 at 08:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Thalia Therapeutics PLC GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 2007 to Jul 13, 2026
Illiquid Asset
Boundary Parameters

Model Insight

The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

29.2400
3.53***
α

ARCH

Response to squared shocks

0.0870
183.57***
β

GARCH

Volatility persistence

0.9990
3,917.65***
ν

DF

Student-t tail thickness

2.0000

Persistence:

0.999

Half-life:

693 days