Thalia Therapeutics PLC GJR-GARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
94.30%
decreased by 3.79%
1 Week
97.18%
decreased by 0.91%
1 Month
102.97%
increased by 4.88%
Analysis last updated: Saturday, May 23, 2026 at 04:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.70 | |
| 0.1192 | 7.94 | |
| 0.7932 | 51.56 | |
| -0.0392 | -1.84 |
Estimation Period:
Jan 4, 2007 to May 15, 2026
Jan 4, 2007 to May 15, 2026
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