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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9431	4.49***
α ARCH Response to squared shocks	0.2087	4.68***
β GARCH Volatility persistence	0.4773	5.74***

γ₁	0.2337	5.18***
γ₂	-0.3281	-4.70***
γ₃	0.1056	2.02**
γ₄	0.0001	0.00

V-Lab

Thalia Therapeutics PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

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Parameter Estimates

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