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V-Lab

Trulieve Cannabis Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

84.46%

unchanged at 0.00%

1 Week

84.46%

unchanged at 0.00%

1 Month

84.46%

unchanged at 0.00%

Analysis last updated: Friday, July 10, 2026 at 11:38 PM UTC

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp GAS-GARCH-T

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
Boundary Parameters
Hessian SE

Model Insight

Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 200.00 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

28.3069
0.61
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8117
0.00
ν

DF

Student-t tail thickness

200.0000
0.01

Persistence:

0.812

Half-life:

3 days