Maxeon Solar Technologies Ltd Asy. MEM Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
709.67%
increased by 198.52%
1 Week
689.32%
increased by 178.17%
1 Month
617.75%
increased by 106.60%
Analysis last updated: Saturday, July 18, 2026 at 09:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 27, 2020 to Jul 17, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 61% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.3252 | 8.11*** |
α ARCH Response to squared shocks | 0.1785 | 17.60*** |
β GARCH Volatility persistence | 0.7368 | 66.13*** |
γ leverage Additional response to negative shocks | 0.1088 | 4.13*** |
Persistence:
0.970
Half-life:
23 days
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