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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Maxeon Solar Technologies Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 27, 2020 to Jul 10, 2026

Model 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

Tap to view equation

ParameterValuet-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