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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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