V-Lab
Maxeon Solar Technologies Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
524.57%
increased by 86.69%
1 Week
521.33%
increased by 83.45%
1 Month
508.73%
increased by 70.85%
Analysis last updated: Saturday, July 25, 2026 at 09:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 27, 2020 to Jul 24, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 101 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.00 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 96.7975 | 5.51*** |
α ARCH Response to squared shocks | 0.0641 | 29.90*** |
β GARCH Volatility persistence | 0.9932 | 1,232.24*** |
ν DF Student-t tail thickness | 3.9953 | 15.65*** |
Persistence:
0.993
Half-life:
101 days
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