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V-Lab

Trulieve Cannabis Corp GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

62.60%

decreased by 1.30%

1 Week

60.14%

decreased by 3.76%

1 Month

51.80%

decreased by 12.10%

Analysis last updated: Friday, July 10, 2026 at 11:37 PM UTC

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2026 to Jul 10, 2026
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0000
0.00
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9599
0.16

Persistence:

0.960

Half-life:

17 days