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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1593	4.32***
α ARCH Response to squared shocks	0.2178	27.76***
β GARCH Volatility persistence	0.8211	216.87***
γ leverage Additional response to negative shocks	0.5681	4.12***

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Contextlogic Holdings Inc AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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