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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2977	10.45***
α ARCH Response to squared shocks	0.2017	18.45***
β GARCH Volatility persistence	0.7580	104.00***
γ leverage Additional response to negative shocks	0.0806	3.93***

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Contextlogic Holdings Inc Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

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