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V-Lab

Trulieve Cannabis Corp AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

62.93%

decreased by 11.01%

1 Week

66.49%

decreased by 7.45%

1 Month

67.41%

decreased by 6.53%

Analysis last updated: Tuesday, August 11, 2026 at 10:26 PM UTC

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2026 to Aug 7, 2026

Model Insight

The news-impact curve is shifted (γ = -3.38) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

11.8771
13.92***
α

ARCH

Response to squared shocks

0.1827
4.89***
β

GARCH

Volatility persistence

0.0495
20.64***
γ

leverage

Additional response to negative shocks

-3.3771
-5.31***

Persistence:

0.232

Half-life:

0 days