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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8418	2.99***
α ARCH Response to squared shocks	0.0644	2.35**
β GARCH Volatility persistence	0.7098	3.77***

γ₁	-6.2866	-1.20
γ₂	8.5099	1.21
γ₃	-2.1331	-0.68
γ₄	-1.2083	-0.41
γ₅	2.6990	0.80
γ₆	-7.7800	-1.73*
γ₇	15.8771	3.67***
γ₈	-17.6964	-5.08***
γ₉	12.0051	4.22***
γ₁₀	-4.3920	-2.16**

V-Lab

Contextlogic Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Contextlogic Holdings Inc Analyses