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 Thursday, May 21st, 2026
1 Day
73.65%
decreased by 0.15%
1 Week
118,545,102,302,878.80%
increased by 118,545,102,302,804.98%
1 Month
9,706,395,417,455,442,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
increased by 9,706,395,417,455,442,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
Analysis last updated: Thursday, May 21, 2026 at 08:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0015 | 0.00 | |
| 0.9960 | 256.98 | |
| 0.0050 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.1040 | 0.00 | |
| 0.3541 | 0.01 |
Estimation Period:
Jan 4, 2007 to May 15, 2026
Jan 4, 2007 to May 15, 2026
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