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V-Lab

Trulieve Cannabis Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

59.83%

decreased by 1.96%

1 Week

71.94%

increased by 10.15%

1 Month

92.60%

increased by 30.81%

Analysis last updated: Friday, July 10, 2026 at 11:38 PM UTC

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2026 to Jul 10, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
0.80
α

ARCH

Response to squared shocks

0.5756
1.18
β

GARCH

Volatility persistence

0.6077
1.77*
γ

leverage

Additional response to negative shocks

-0.5756
-1.12

Persistence:

0.895

Half-life:

6 days