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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Hessian 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
| Parameter | Value | t-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
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