Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2026 to Jul 10, 2026

Model 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

ParameterValuet-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