V-Lab
Trulieve Cannabis Corp Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
13.34%
unchanged at 0.00%
1 Week
13.34%
unchanged at 0.00%
1 Month
13.34%
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 4 trading days, meaning a shock loses half its impact after approximately 4 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1566 | 2.03** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8292 | 18.47*** |
γ leverage Additional response to negative shocks | 0.9992 | 0.01 |
δ power Transformation power | 0.5000 | 0.43 |
Persistence:
0.829
Half-life:
4 days
Other Trulieve Cannabis Corp Analyses
Other Asy. Power MEM Analyses on Equities