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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

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 Aug 14, 2026

Model 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

ParameterValuet-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