Skip to main content
V-Lab

Thalia Therapeutics PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

7.17%

decreased by 0.28%

1 Week

8.16%

increased by 0.71%

1 Month

11.19%

increased by 3.74%

Analysis last updated: Sunday, July 26, 2026 at 06:29 AM 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 24, 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

6.9175
48.63***
α

ARCH

Response to squared shocks

0.0837
507.53***
β

GARCH

Volatility persistence

0.9955
ν

DF

Student-t tail thickness

2.0000

Persistence:

0.996

Half-life:

154 days