Thalia Therapeutics PLC MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 8th, 2026
1 Day
73.11%
increased by 0.05%
1 Week
119,219,731,252,842.56%
increased by 119,219,731,252,769.50%
1 Month
10,281,550,466,734,090,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 10,281,550,466,734,090,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Sunday, June 7, 2026 at 02:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0014 | 0.00 | |
| 0.9960 | 264.06 | |
| 0.0052 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.1046 | 0.00 | |
| 0.3542 | 0.01 |
Estimation Period:
Jan 4, 2007 to Jun 5, 2026
Jan 4, 2007 to Jun 5, 2026
Other Thalia Therapeutics PLC Analyses
Other MF2-GARCH Analyses on International Equities