Trinseo PLC GJR-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
1,274.77%
decreased by 22.60%
1 Week
1,274.78%
decreased by 22.59%
1 Month
1,274.82%
decreased by 22.55%
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 | |
|---|---|---|
| 0.0492 | 3.10 | |
| 0.0225 | 7.00 | |
| 0.9588 | 204.51 | |
| 0.0375 | 4.79 |
Estimation Period:
Jun 12, 2014 to May 29, 2026
Jun 12, 2014 to May 29, 2026
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