Trulieve Cannabis Corp Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
11.73%
decreased by 0.47%
1 Week
12.25%
increased by 0.05%
1 Month
12.92%
increased by 0.72%
Analysis last updated: Friday, July 10, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1371 | 2.92*** |
α ARCH Response to squared shocks | 0.2243 | 0.72 |
β GARCH Volatility persistence | 0.6918 | 4.89*** |
γ leverage Additional response to negative shocks | -0.2242 | -0.74 |
Persistence:
0.804
Half-life:
3 days
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