V-Lab
Trulieve Cannabis Corp Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, August 6th, 2026
1 Day
36.00%
unchanged at 0.00%
1 Week
36.00%
unchanged at 0.00%
1 Month
36.00%
unchanged at 0.00%
Analysis last updated: Thursday, August 6, 2026 at 02:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 31, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1661 | 1.95* |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 1.0000 | 3.37*** |
Spline Coefficients
K=1
| γ1 | 84.4149 | 0.29 |
Persistence:
1.000
Half-life:
-
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