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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8304	2.85***
α ARCH Response to squared shocks	0.0643	2.46**
β GARCH Volatility persistence	0.7307	4.51***

γ₁	-6.6573	-1.21
γ₂	9.0351	1.22
γ₃	-2.4050	-0.75
γ₄	-0.9774	-0.33
γ₅	2.7653	0.79
γ₆	-8.3285	-1.76*
γ₇	15.9457	3.70***
γ₈	-16.1315	-4.66***
γ₉	9.3517	3.13***
γ₁₀	-2.4410	-1.02

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Contextlogic Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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