V-Lab
Trulieve Cannabis Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
63.67%
decreased by 2.94%
1 Week
64.99%
decreased by 1.62%
1 Month
69.47%
increased by 2.86%
Analysis last updated: Tuesday, August 25, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 34.4945 | 2.86*** |
α ARCH Response to squared shocks | 0.1206 | 0.63 |
β GARCH Volatility persistence | 0.9813 | 24.72*** |
ν DF Student-t tail thickness | 200.0000 | 0.01 |
Persistence:
0.981
Half-life:
37 days
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