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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0513	3.45***
α ARCH Response to squared shocks	0.0254	8.81***
β GARCH Volatility persistence	0.9571	240.43***
γ leverage Additional response to negative shocks	0.0350	5.33***

V-Lab

Trinseo PLC GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Trinseo PLC Analyses