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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Boundary 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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