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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	71
α ARCH Response to squared shocks	0.0563	12.38***
β GARCH Volatility persistence	0.7287	42.52***
γ leverage Additional response to negative shocks	0.0864	6.13***
λ₁ tau intercept Baseline long-term coefficient	0.7639	1.62
λ₂ forecast adj. Forecast performance sensitivity	0.8500	3.73***
λ₃ tau persistence Long-term factor persistence	0.0989	0.40

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Contextlogic Holdings Inc MF2-GARCH Volatility Analysis

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