Trinseo PLC EGARCH 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
1,048.31%
decreased by 14.96%
1 Week
1,063.07%
decreased by 0.20%
1 Month
1,125.66%
increased by 62.39%
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 | |
|---|---|---|
| 0.0139 | 1.09 | |
| 0.1149 | 9.63 | |
| 1.0000 | 299.76 | |
| -0.0407 | -3.05 |
Estimation Period:
Jun 12, 2014 to May 29, 2026
Jun 12, 2014 to May 29, 2026
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