Skip to main content
V-Lab

Maxeon Solar Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

3,568.05%

increased by 434.70%

1 Week

3,483.50%

increased by 350.15%

1 Month

3,193.92%

increased by 60.57%

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 S0GARCH

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

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 21 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5976
3.42***
α

ARCH

Response to squared shocks

0.1685
4.05***
β

GARCH

Volatility persistence

0.7991
20.79***
γi Spline Coefficients
K=10
γ1-2.1123
-0.63
γ25.2156
1.03
γ3-4.9183
-1.26
γ43.8258
0.85
γ5-4.9382
-0.89
γ66.4264
0.91
γ7-5.8261
-0.69
γ8-9.3698
-0.76
γ939.5874
1.54
γ10-43.7352
-1.74*

Persistence:

0.968

Half-life:

21 days