Upstart Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
94.05%
decreased by 1.21%
1 Week
98.11%
increased by 2.85%
1 Month
106.97%
increased by 11.71%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 4.7905 | 11.17 | |
| 0.1362 | 7.12 | |
| 0.8031 | 62.22 | |
| -0.0553 | -2.83 |
Estimation Period:
Dec 16, 2020 to Jun 12, 2026
Dec 16, 2020 to Jun 12, 2026
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