Maxeon Solar Technologies Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
351.45%
decreased by 4.11%
1 Week
376.63%
increased by 21.07%
1 Month
383.91%
increased by 28.35%
Analysis last updated: Wednesday, July 15, 2026 at 09:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 27, 2020 to Jul 10, 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 1 trading day.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7490 | 7.75*** |
α ARCH Response to squared shocks | 0.1583 | 2.46** |
β GARCH Volatility persistence | 0.1394 | 0.97 |
Spline Coefficients
K=8
| γ1 | -2.2375 | -1.99** |
| γ2 | 4.3690 | 2.52** |
| γ3 | -3.5205 | -2.33** |
| γ4 | 1.7921 | 0.91 |
| γ5 | 1.0584 | 0.54 |
| γ6 | -4.4790 | -2.48** |
| γ7 | 4.1221 | 2.42** |
| γ8 | 4.6653 | 2.81*** |
Persistence:
0.298
Half-life:
1 days
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