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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2210	6.75***
α ARCH Response to squared shocks	0.0248	1.32
β GARCH Volatility persistence	0.6413	2.21**

γ₁	-5.3954	-1.60
γ₂	12.4637	2.16**
γ₃	-14.5136	-3.02***
γ₄	13.5297	3.16***
γ₅	-10.3265	-2.99***
γ₆	6.1402	1.74*
γ₇	-1.1849	-0.29
γ₈	-3.1039	-0.86
γ₉	4.1461	1.40
γ₁₀	-1.9484	-1.04

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Upstart Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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