V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Oct 2, 2026Hessian 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
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Shock decay: Shocks decay with a 6-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.5951 | 0.11 |
| αARCH | 0.0000 | 0.00 |
| βGARCH | 0.8828 | 0.53 |
| γleverage | 0.0000 | 0.00 |
0.883
Persistence6d
Half-lifeσ
GJR-GARCH Model
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| Parameter | Value | t-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
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