Maxeon Solar Technologies Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
276.59%
decreased by 0.10%
1 Week
269.36%
decreased by 7.33%
1 Month
244.62%
decreased by 32.07%
Analysis last updated: Saturday, July 18, 2026 at 09:56 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
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 103% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.0841 | 5.86*** |
α ARCH Response to squared shocks | 0.0566 | 6.32*** |
β GARCH Volatility persistence | 0.8807 | 95.55*** |
γ leverage Additional response to negative shocks | 0.0583 | 2.56** |
Persistence:
0.966
Half-life:
20 days
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