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{name} Model Equation

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Param	Value	t-stat
ωconst	0.3552	2.15**
αARCH	0.1439	3.03***
βGARCH	0.7752	11.43***

γ₁	-0.3743	-0.09
γ₂	2.9893	0.57
γ₃	-4.2205	-1.44
γ₄	2.8979	0.84
γ₅	-3.3044	-0.78
γ₆	5.6350	1.37
γ₇	-7.8694	-1.86*
γ₈	2.5525	0.58
γ₉	13.2964	2.72***
γ₁₀	-19.7798	-4.26***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.3552	2.15**
α ARCH Response to squared shocks	0.1439	3.03***
β GARCH Volatility persistence	0.7752	11.43***

γ₁	-0.3743	-0.09
γ₂	2.9893	0.57
γ₃	-4.2205	-1.44
γ₄	2.8979	0.84
γ₅	-3.3044	-0.78
γ₆	5.6350	1.37
γ₇	-7.8694	-1.86*
γ₈	2.5525	0.58
γ₉	13.2964	2.72***
γ₁₀	-19.7798	-4.26***

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