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Parameter	Value	t-statistic
ω const Unconditional variance weight	4.3738	11.39***
α ARCH Response to squared shocks	0.1480	7.59***
β GARCH Volatility persistence	0.8033	65.03***
γ leverage Additional response to negative shocks	-0.0597	-2.98***

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Upstart Holdings Inc GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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