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V-Lab

Trulieve Cannabis Corp MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

41.42%

increased by 0.04%

1 Week

254,357.08%

increased by 254,315.70%

1 Month

4,264,672,085,870,143,600,000.00%

increased by 4,264,672,085,870,143,600,000.00%

Analysis last updated: Saturday, August 15, 2026 at 02:35 AM UTC

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2026 to Aug 14, 2026
Boundary Parameters

Model Insight

This asset exhibits a strong leverage effect: volatility responds almost entirely to negative shocks. The ARCH response to positive shocks is negligible.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

21
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

0.5000
18.65***
λ₁

tau intercept

Baseline long-term coefficient

0.0444
0.30
λ₂

forecast adj.

Forecast performance sensitivity

1.0000
0.33
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.250

Half-life:

1 days