V-Lab
Trulieve Cannabis Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
52.67%
unchanged at 0.00%
1 Week
52.66%
decreased by 0.01%
1 Month
52.65%
decreased by 0.02%
Analysis last updated: Tuesday, August 25, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Aug 21, 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 5 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0816 | 2.54** |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.8679 | 2.31** |
Spline Coefficients
K=1
| γ1 | 12.5112 | 0.79 |
Persistence:
0.868
Half-life:
5 days
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