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V-Lab

Contextlogic Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

31.28%

decreased by 1.72%

1 Week

31.76%

decreased by 1.24%

1 Month

33.61%

increased by 0.61%

Analysis last updated: Saturday, July 11, 2026 at 09:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Contextlogic Holdings Inc GAS-GARCH-T

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 0.999, volatility shocks have a half-life of 638 trading days (~2.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.35 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

59.4988
10.47***
α

ARCH

Response to squared shocks

0.0811
45.65***
β

GARCH

Volatility persistence

0.9989
8,055.77***
ν

DF

Student-t tail thickness

4.3460
42.35***

Persistence:

0.999

Half-life:

638 days