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Parameter	Value	t-statistic
ω const Unconditional variance weight	60.0866	10.43***
α ARCH Response to squared shocks	0.0827	46.64***
β GARCH Volatility persistence	0.9989	8,121.26***
ν DF Student-t tail thickness	4.2938	44.26***

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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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