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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	45.4050	3.40***
α ARCH Response to squared shocks	0.0723	12.21***
β GARCH Volatility persistence	0.9656	81.08***
ν DF Student-t tail thickness	4.3657	3.62***

V-Lab

Upstart Holdings Inc GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Upstart Holdings Inc Analyses