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Trulieve Cannabis Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, October 5th, 2026

1 Day

58.56%

unchanged at 0.00%

1 Week

58.56%

unchanged at 0.00%

1 Month

58.56%

unchanged at 0.00%

Analysis last updated: Saturday, October 3, 2026 at 12:03 AM UTC

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Date Range:

from

10/02/2024

to

10/02/2026

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 Oct 2, 2026
Hessian SE

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

Shock decay: Shocks decay with a 6-day half-life
ParamValuet-stat
ωconst1.5951
0.11
αARCH0.0000
0.00
βGARCH0.8828
0.53
γleverage0.0000
0.00

0.883

Persistence

6d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5951
0.11
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8828
0.53
γ

leverage

Additional response to negative shocks

0.0000
0.00

Persistence:

0.883

Half-life:

6 days