Trulieve Cannabis Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
11.33%
decreased by 0.55%
1 Week
11.78%
decreased by 0.10%
1 Month
12.24%
increased by 0.36%
Analysis last updated: Friday, July 10, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2327 | 2.53** |
α ARCH Response to squared shocks | 0.0512 | 0.58 |
β GARCH Volatility persistence | 0.7073 | 7.13*** |
γ leverage Additional response to negative shocks | -1.0000 | -154.63*** |
δ power Transformation power | 0.5000 | 0.45 |
Persistence:
0.737
Half-life:
2 days
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