Maxeon Solar Technologies Ltd APARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
162.44%
decreased by 5.44%
1 Week
160.60%
decreased by 7.28%
1 Month
154.56%
decreased by 13.32%
Analysis last updated: Wednesday, July 15, 2026 at 09:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 27, 2020 to Jul 10, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 84% more than equivalent positive returns. The volatility power δ = 1.49 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7296 | 3.28*** |
α ARCH Response to squared shocks | 0.0988 | 11.93*** |
β GARCH Volatility persistence | 0.8824 | 94.68*** |
γ leverage Additional response to negative shocks | 0.2019 | 5.26*** |
δ power Transformation power | 1.4872 | 14.93*** |
Persistence:
0.968
Half-life:
22 days
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