Trulieve Cannabis Corp EGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
75.45%
decreased by 7.78%
1 Week
82.06%
decreased by 1.17%
1 Month
84.76%
increased by 1.53%
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
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8959 | 4.21*** |
α ARCH Response to squared shocks | -0.0452 | -0.46 |
β GARCH Volatility persistence | 0.4374 | 3.88*** |
γ leverage Additional response to negative shocks | 0.5039 | 8.01*** |
Persistence:
0.437
Half-life:
1 days
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