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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

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2026 to Aug 14, 2026
Boundary 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

ParameterValuet-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