Maxeon Solar Technologies Ltd GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
2,400.97%
increased by 151.60%
1 Week
2,309.90%
increased by 60.53%
1 Month
1,999.60%
decreased by 249.77%
Analysis last updated: Wednesday, July 22, 2026 at 10:36 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
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6625 | 8.29*** |
α ARCH Response to squared shocks | 0.1085 | 11.78*** |
β GARCH Volatility persistence | 0.8527 | 86.52*** |
Persistence:
0.961
Half-life:
18 days
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