V-Lab
Trulieve Cannabis Corp APARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
51.02%
decreased by 0.10%
1 Week
50.84%
decreased by 0.28%
1 Month
50.46%
decreased by 0.66%
Analysis last updated: Saturday, August 15, 2026 at 02:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Aug 14, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 0.64 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9055 | 8.81*** |
γ leverage Additional response to negative shocks | -0.8889 | 0.00 |
δ power Transformation power | 2.0557 | 4.34*** |
Persistence:
0.905
Half-life:
7 days
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