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V-Lab

Maxeon Solar Technologies Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

187.51%

decreased by 9.55%

1 Week

200.79%

increased by 3.73%

1 Month

208.22%

increased by 11.16%

Analysis last updated: Wednesday, July 15, 2026 at 09:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Maxeon Solar Technologies Ltd MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 27, 2020 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

66
α

ARCH

Response to squared shocks

0.1723
8.35***
β

GARCH

Volatility persistence

0.1757
4.58***
γ

leverage

Additional response to negative shocks

0.0450
1.45
λ₁

tau intercept

Baseline long-term coefficient

10.0000
0.38
λ₂

forecast adj.

Forecast performance sensitivity

0.4759
0.43
λ₃

tau persistence

Long-term factor persistence

0.3946
0.26

Persistence:

0.371

Half-life:

1 days