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V-Lab

Contextlogic Holdings Inc GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 13th, 2026

1 Day

35.25%

decreased by 0.63%

1 Week

35.47%

decreased by 0.41%

1 Month

36.34%

increased by 0.46%

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 GARCH

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

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0312
3.19***
α

ARCH

Response to squared shocks

0.0435
16.55***
β

GARCH

Volatility persistence

0.9565
341.73***

Persistence:

1.000

Half-life:

-