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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Contextlogic Holdings Inc EGARCH

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

Model 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

ParameterValuet-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