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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2398	6.71***
α ARCH Response to squared shocks	0.0261	1.39
β GARCH Volatility persistence	0.6440	2.31**

γ₁	-5.0368	-1.53
γ₂	11.8150	2.09**
γ₃	-14.0187	-2.96***
γ₄	13.2799	3.12***
γ₅	-10.4428	-3.05***
γ₆	6.6812	1.93*
γ₇	-2.0708	-0.52
γ₈	-2.1530	-0.61
γ₉	3.3814	1.21
γ₁₀	-1.4955	-0.86

V-Lab

Upstart Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Upstart Holdings Inc Analyses