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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Maxeon Solar Technologies Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 27, 2020 to Jul 17, 2026

Model 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

ParameterValuet-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