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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Maxeon Solar Technologies Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 27, 2020 to Jul 24, 2026

Model 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

ParameterValuet-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