Trulieve Cannabis Corp APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 13th, 2026
1 Day
46.16%
1 Week
46.16%
1 Month
46.16%
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
With persistence 1.000, volatility shocks have a half-life of 970069 trading days (~3849.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 3.00 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0333 | 0.00 |
β GARCH Volatility persistence | 0.7878 | 4.28*** |
γ leverage Additional response to negative shocks | -0.9997 | 0.00 |
δ power Transformation power | 3.0000 | 3.17*** |
Persistence:
1.000
Half-life:
970069 days
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