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{name} Model Equation

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Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	0.3704	7.09***
αARCH	-0.6601	-1.04
βGARCH	0.8596	23.68***
γleverage	-0.0931	-0.25

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3704	7.09***
α ARCH Response to squared shocks	-0.6601	-1.04
β GARCH Volatility persistence	0.8596	23.68***
γ leverage Additional response to negative shocks	-0.0931	-0.25

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Trulieve Cannabis Corp EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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