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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8525	3.10***
α ARCH Response to squared shocks	0.0619	2.21**
β GARCH Volatility persistence	0.6991	3.34***

γ₁	-6.0328	-1.19
γ₂	8.1657	1.19
γ₃	-2.0056	-0.66
γ₄	-1.2494	-0.43
γ₅	2.5215	0.77
γ₆	-7.2650	-1.66*
γ₇	15.4964	3.62***
γ₈	-18.1593	-5.27***
γ₉	13.3925	4.75***
γ₁₀	-5.7239	-3.03***

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