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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 2026Boundary 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
| Parameter | Value | t-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
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