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V-Lab

Trulieve Cannabis Corp AGARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

54.58%

decreased by 2.00%

1 Week

74.19%

increased by 17.61%

1 Month

83.91%

increased by 27.33%

Analysis last updated: Friday, July 10, 2026 at 11:38 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 Jul 10, 2026

Model Insight

The news-impact curve is shifted (γ = -5.57) 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

0.0000
0.00
α

ARCH

Response to squared shocks

0.4015
11.11***
β

GARCH

Volatility persistence

0.1846
6.35***
γ

leverage

Additional response to negative shocks

-5.5650
-21.36***

Persistence:

0.586

Half-life:

1 days