Maxeon Solar Technologies Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
2,427.89%
increased by 1,779.34%
1 Week
2,312.04%
increased by 1,663.49%
1 Month
1,933.70%
increased by 1,285.15%
Analysis last updated: Tuesday, July 21, 2026 at 12:26 PM 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 modest leverage effect: negative returns increase next-day volatility 50% more than equivalent positive returns. The volatility power δ = 1.65 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 3.54*** |
α ARCH Response to squared shocks | 0.2334 | 24.80*** |
β GARCH Volatility persistence | 0.7488 | 71.79*** |
γ leverage Additional response to negative shocks | 0.1216 | 8.30*** |
δ power Transformation power | 1.6528 | 14.91*** |
Persistence:
0.959
Half-life:
17 days
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