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V-Lab
V-Lab

Trulieve Cannabis Corp GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, September 15th, 2026

1 Day

53.03%

decreased by 0.01%

1 Week

53.01%

decreased by 0.03%

1 Month

52.98%

decreased by 0.06%

Analysis last updated: Monday, September 14, 2026 at 09:57 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 Sep 11, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

GJR-GARCH Model

Tap to view equation

Shock decay: Shocks decay with a 7-day half-life
ParamValuet-stat
ωconst1.0860
0.49
αARCH0.0000
0.00
βGARCH0.9024
1.48
γleverage0.0000
0.00

0.902

Persistence

7d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0860
0.49
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9024
1.48
γ

leverage

Additional response to negative shocks

0.0000
0.00

Persistence:

0.902

Half-life:

7 days