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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

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 Aug 21, 2026

Model 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

ParameterValuet-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