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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 27, 2020 to Jul 24, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=10
| γ1 | -2.1123 | -0.63 |
| γ2 | 5.2156 | 1.03 |
| γ3 | -4.9183 | -1.26 |
| γ4 | 3.8258 | 0.85 |
| γ5 | -4.9382 | -0.89 |
| γ6 | 6.4264 | 0.91 |
| γ7 | -5.8261 | -0.69 |
| γ8 | -9.3698 | -0.76 |
| γ9 | 39.5874 | 1.54 |
| γ10 | -43.7352 | -1.74* |
Persistence:
0.968
Half-life:
21 days
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