Trulieve Cannabis Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
40.82%
unchanged at 0.00%
1 Week
40.82%
unchanged at 0.00%
1 Month
40.81%
decreased by 0.01%
Analysis last updated: Friday, July 10, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2026 to Jul 10, 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 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9353 | 1.60 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.7161 | 0.31 |
Spline Coefficients
K=1
| γ1 | -517.4538 | -1.30 |
Persistence:
0.716
Half-life:
2 days
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