V-Lab
Trulieve Cannabis Corp Asy. MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
13.42%
unchanged at 0.00%
1 Week
13.42%
unchanged at 0.00%
1 Month
13.42%
unchanged at 0.00%
Analysis last updated: Wednesday, August 19, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0878 | 0.21 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8772 | 0.44 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.877
Half-life:
5 days
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