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V-Lab

Maxeon Solar Technologies Ltd MF2-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

4,766.88%

increased by 1,719.78%

1 Week

4,752.60%

increased by 1,705.50%

1 Month

4,696.31%

increased by 1,649.21%

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 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 24, 2026
Boundary Parameters

Model Insight

With persistence 0.997, volatility shocks have a half-life of 220 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: volatility responds almost entirely to negative shocks

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

126
α

ARCH

Response to squared shocks

0.0968
5.76***
β

GARCH

Volatility persistence

0.6553
33.89***
γ

leverage

Additional response to negative shocks

0.4894
7.71***
λ₁

tau intercept

Baseline long-term coefficient

10.0000
4.96***
λ₂

forecast adj.

Forecast performance sensitivity

0.0000
0.01
λ₃

tau persistence

Long-term factor persistence

0.9965
848.81***

Persistence:

0.997

Half-life:

220 days