Trinseo PLC APARCH 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
1,357.03%
decreased by 23.20%
1 Week
1,357.03%
decreased by 23.20%
1 Month
1,357.05%
decreased by 23.18%
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 | |
|---|---|---|
| 0.0640 | 3.13 | |
| 0.0365 | 10.02 | |
| 0.9569 | 219.57 | |
| 0.1834 | 6.91 | |
| 2.2946 | 19.55 |
Estimation Period:
Jun 12, 2014 to May 29, 2026
Jun 12, 2014 to May 29, 2026
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