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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	66
α ARCH Response to squared shocks	0.0049	0.78
β GARCH Volatility persistence	0.6266	6.13***
γ leverage Additional response to negative shocks	0.0484	0.42
λ₁ tau intercept Baseline long-term coefficient	3.6413	0.07
λ₂ forecast adj. Forecast performance sensitivity	0.4386	0.12
λ₃ tau persistence Long-term factor persistence	0.4828	0.08

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Upstart Holdings Inc MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Upstart Holdings Inc Analyses