Contextlogic Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
27.21%
decreased by 0.10%
1 Week
28.66%
increased by 1.35%
1 Month
30.27%
increased by 2.96%
Analysis last updated: Saturday, October 24, 2026 at 01:25 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 16, 2020 to Oct 23, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 3 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.8558 | 3.02*** |
| αARCH | 0.0781 | 2.70*** |
| βGARCH | 0.6913 | 4.43*** |
Spline Coefficients
K=10
| γ1 | -5.9252 | -1.19 |
| γ2 | 7.9760 | 1.17 |
| γ3 | -1.9016 | -0.61 |
| γ4 | -1.0974 | -0.36 |
| γ5 | 1.4500 | 0.45 |
| γ6 | -4.5103 | -1.06 |
| γ7 | 11.9815 | 2.65*** |
| γ8 | -16.2449 | -4.50*** |
| γ9 | 13.9709 | 4.68*** |
| γ10 | -7.0597 | -3.88*** |
0.769
Persistence3d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8558 | 3.02*** |
α ARCH Response to squared shocks | 0.0781 | 2.70*** |
β GARCH Volatility persistence | 0.6913 | 4.43*** |
Spline Coefficients
K=10
| γ1 | -5.9252 | -1.19 |
| γ2 | 7.9760 | 1.17 |
| γ3 | -1.9016 | -0.61 |
| γ4 | -1.0974 | -0.36 |
| γ5 | 1.4500 | 0.45 |
| γ6 | -4.5103 | -1.06 |
| γ7 | 11.9815 | 2.65*** |
| γ8 | -16.2449 | -4.50*** |
| γ9 | 13.9709 | 4.68*** |
| γ10 | -7.0597 | -3.88*** |
Persistence:
0.769
Half-life:
3 days
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