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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

Date Range:

from

to

6M ·

All

graph of Trulieve Cannabis Corp S0GARCH

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

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ121.0087
1.31

Persistence:

0.883

Half-life:

6 days