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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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