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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2020 to Jul 10, 2026Boundary 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
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| Parameter | Value | t-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
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