Skip to main content
V-Lab

Maxeon Solar Technologies Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

2,839.42%

increased by 2,467.83%

1 Week

1,557.53%

increased by 1,185.94%

1 Month

831.48%

increased by 459.89%

Analysis last updated: Tuesday, July 21, 2026 at 12:26 PM 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 17, 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 1 trading day.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6393
6.63***
α

ARCH

Response to squared shocks

0.1641
2.75***
β

GARCH

Volatility persistence

0.1431
1.05
γi Spline Coefficients
K=10
γ1-5.9413
-3.52***
γ29.8749
4.04***
γ3-5.6536
-3.13***
γ42.1912
0.94
γ5-1.2333
-0.38
γ63.5639
1.02
γ7-5.7377
-1.67*
γ81.1825
0.43
γ97.1658
3.42***
γ10-8.2507
-5.20***

Persistence:

0.307

Half-life:

1 days