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V-Lab

Contextlogic Holdings Inc APARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

34.32%

decreased by 1.40%

1 Week

35.82%

increased by 0.10%

1 Month

41.75%

increased by 6.03%

Analysis last updated: Saturday, July 11, 2026 at 09:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Contextlogic Holdings Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2020 to Jul 10, 2026
Boundary Parameters

Model Insight

This asset exhibits a modest leverage effect: negative returns increase next-day volatility 27% more than equivalent positive returns. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0370
9.87***
α

ARCH

Response to squared shocks

0.0784
14.33***
β

GARCH

Volatility persistence

0.9216
207.38***
γ

leverage

Additional response to negative shocks

0.2369
3.59***
δ

power

Transformation power

0.5000
7.67***

Persistence:

0.986

Half-life:

48 days