V-Lab
Trulieve Cannabis Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
61.84%
decreased by 0.16%
1 Week
61.51%
decreased by 0.49%
1 Month
60.30%
decreased by 1.70%
Analysis last updated: Saturday, August 15, 2026 at 02:35 AM 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 53 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2664 | 0.03 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9871 | 0.01 |
Spline Coefficients
K=1
| γ1 | 97.9160 | 0.01 |
Persistence:
0.987
Half-life:
53 days
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