I'm asking this because I'm teaching a class on paradoxes for kids, and I realized I have no idea what the answer to this question is. It is a research question in the pedagogical sense, I suppose.
I'm referring to the famous "liar's paradox," which in one form asserts: "This sentence is false." According to the logic definition of the word "statement," does it qualify as a statement?
The easy answer would be that it does not because it does not have a distinct truth value. But the reason why it does not have a distinct truth value is quite different from the reason one would give in most examples of non-statements. Moreover, if it is not a statement, then would we say that the continuum hypothesis is also not a statement? And taking that a step further, can we confidently call any conjecture a statement unless it has been established as not being independent of the axiomatic structure in use? Lastly, does the status as statement depend on the axiomatic structure? For example, is the axiom of choice a non-statement in ZF, but a statement in ZFC?
I do not work in logic so please forgive my naivete. As I said I'm asking for the benefit of some young students who I'd like to have a better answer for.
I will add a point which sound important for this discussion.
There is only one strict definition of "statement" - the definition in mathematical logic, where a statement is defined in terms of syntax of a formal language (say, of 1st order predicate logic). This definition is correlated with that formal language, and cannot help answer your question about English which is another language. What would help is a definition in semantic terms. Logicians use "interpretations" which are functions in their "semantics", and this permit to talk about semantics strictly. Here is a "definition" (or "criterium") of "statement" (or, of "qualifying as statement") in natural languages:
A statement is a sentence $S$, for which there exists at least one interpretation such, that the question "Is $S$ true?" can be answered "Yes" or "No" in this interpretation.
A paradox has no interpretations as explained by Asaf Karagila. Therefore, it is not a statement. The continuum hypothesis has at least one such interpretation. Therefore, it is a statement.
To fully comply with the "definition", I should have said above "the continuum hypothesis formulated (phrazed) in English, or any other natural language". Probably, I could improve the wording of the "definition", so that it is "works" both for natural languages and mathematical formulas, but at this time, this is the best short wording which I could figure.