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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	1.2621	0.07
αARCH	0.0000	0.00
βGARCH	0.8975	0.41
γleverage	0.0000	0.00

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2621	0.07
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8975	0.41
γ leverage Additional response to negative shocks	0.0000	0.00

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Trulieve Cannabis Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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