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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3703	3.55***
αARCH	0.2851	2.50**
βGARCH	0.2923	3.45***

γ₁	-4.3142	-1.70*
γ₂	7.8790	2.30**
γ₃	-5.3180	-2.65***
γ₄	2.5775	1.03
γ₅	-2.0310	-0.60
γ₆	4.2607	1.30
γ₇	-6.3181	-2.07**
γ₈	1.0985	0.37
γ₉	11.2770	3.36***
γ₁₀	-15.0153	-4.41***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3703	3.55***
α ARCH Response to squared shocks	0.2851	2.50**
β GARCH Volatility persistence	0.2923	3.45***

γ₁	-4.3142	-1.70*
γ₂	7.8790	2.30**
γ₃	-5.3180	-2.65***
γ₄	2.5775	1.03
γ₅	-2.0310	-0.60
γ₆	4.2607	1.30
γ₇	-6.3181	-2.07**
γ₈	1.0985	0.37
γ₉	11.2770	3.36***
γ₁₀	-15.0153	-4.41***

V-Lab

Maxeon Solar Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Maxeon Solar Technologies Ltd Analyses