Trinseo PLC GARCH 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
1,220.56%
decreased by 20.23%
1 Week
1,220.57%
decreased by 20.22%
1 Month
1,220.62%
decreased by 20.17%
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 | |
|---|---|---|
| 0.0616 | 3.08 | |
| 0.0480 | 9.23 | |
| 0.9520 | 157.33 |
Estimation Period:
Jun 12, 2014 to May 29, 2026
Jun 12, 2014 to May 29, 2026
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