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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 2007 to Jul 13, 2026Illiquid 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
| Parameter | Value | t-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
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