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Parameter	Value	t-statistic
ω const Unconditional variance weight	59.9922	10.45***
α ARCH Response to squared shocks	0.0834	46.64***
β GARCH Volatility persistence	0.9990	8,255.85***
ν DF Student-t tail thickness	4.3307	43.31***

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Contextlogic Holdings Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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