Trulieve Cannabis Corp MEM Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
13.46%
increased by 0.04%
1 Week
13.51%
increased by 0.09%
1 Month
13.61%
increased by 0.19%
Analysis last updated: Friday, July 10, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Hessian SE
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
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1013 | 0.41 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8636 | 0.70 |
Persistence:
0.864
Half-life:
5 days
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