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 Friday, June 12th, 2026
1 Day
73.08%
decreased by 0.14%
1 Week
119,433,661,586,673.30%
increased by 119,433,661,586,600.08%
1 Month
10,393,256,852,401,944,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 10,393,256,852,401,944,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Friday, June 12, 2026 at 10:13 PM 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
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