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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8238	2.93***
α ARCH Response to squared shocks	0.0656	2.26**
β GARCH Volatility persistence	0.7050	3.59***

γ₁	-6.7748	-1.26
γ₂	9.2404	1.28
γ₃	-2.5544	-0.81
γ₄	-0.8666	-0.30
γ₅	2.6084	0.76
γ₆	-8.0005	-1.72*
γ₇	15.2365	3.59***
γ₈	-14.4986	-4.20***
γ₉	5.4828	1.68*
γ₁₀	7.4959	1.64

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Contextlogic Holdings Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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