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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	17.6763	1.53
αARCH	0.0385	0.11
βGARCH	0.9258	1.18
νDF	30.7457	0.00

Parameter	Value	t-statistic
ω const Unconditional variance weight	17.6763	1.53
α ARCH Response to squared shocks	0.0385	0.11
β GARCH Volatility persistence	0.9258	1.18
ν DF Student-t tail thickness	30.7457	0.00

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Trulieve Cannabis Corp GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Trulieve Cannabis Corp Analyses