Contextlogic Holdings Inc EGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
34.90%
decreased by 1.03%
1 Week
35.54%
decreased by 0.39%
1 Month
38.16%
increased by 2.23%
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, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 98 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Leverage: Negative returns increase volatility 35% more than positive returns
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0292 | 6.96*** |
α ARCH Response to squared shocks | 0.1287 | 18.29*** |
β GARCH Volatility persistence | 0.9930 | 832.33*** |
γ leverage Additional response to negative shocks | -0.0190 | -2.23** |
Persistence:
0.993
Half-life:
98 days
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