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 Monday, June 29th, 2026
1 Day
1,250.79%
increased by 207.60%
1 Week
1,250.80%
increased by 207.61%
1 Month
1,250.84%
increased by 207.65%
Analysis last updated: Saturday, June 27, 2026 at 12:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0522 | 3.38 | |
| 0.0248 | 8.15 | |
| 0.9567 | 221.71 | |
| 0.0370 | 5.16 |
Estimation Period:
Jun 12, 2014 to Jun 26, 2026
Jun 12, 2014 to Jun 26, 2026
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