V-Lab
Trulieve Cannabis Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 18th, 2026
1 Day
50.10%
decreased by 0.01%
1 Week
50.08%
decreased by 0.03%
1 Month
50.04%
decreased by 0.07%
Analysis last updated: Monday, August 17, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Aug 14, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 6 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1338 | 2.86*** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8827 | 2.86*** |
Spline Coefficients
K=1
| γ1 | 21.0087 | 1.31 |
Persistence:
0.883
Half-life:
6 days
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