Trinseo PLC AGARCH 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 5th, 2026
1 Day
1,349.53%
decreased by 39.22%
1 Week
1,359.38%
decreased by 29.37%
1 Month
1,399.99%
increased by 11.24%
Analysis last updated: Friday, June 5, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 1.72 | |
| 0.0630 | 13.03 | |
| 0.9443 | 185.56 | |
| 0.6598 | 6.43 |
Estimation Period:
Jun 12, 2014 to May 29, 2026
Jun 12, 2014 to May 29, 2026
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