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
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 0.999, 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
| Parameter | Value | t-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
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