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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	18.0309	0.42
αARCH	0.0000	0.00
βGARCH	0.9207	1.64
νDF	5.4014	0.16

Parameter	Value	t-statistic
ω const Unconditional variance weight	18.0309	0.42
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9207	1.64
ν DF Student-t tail thickness	5.4014	0.16

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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