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V-Lab

Upstart Holdings Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

69.80%

decreased by 0.49%

1 Week

70.54%

increased by 0.25%

1 Month

71.11%

increased by 0.82%

Analysis last updated: Tuesday, July 14, 2026 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Upstart Holdings Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 16, 2020 to Jul 10, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-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**
γi Spline Coefficients
K=10
γ1-5.3954
-1.60
γ212.4637
2.16**
γ3-14.5136
-3.02***
γ413.5297
3.16***
γ5-10.3265
-2.99***
γ66.1402
1.74*
γ7-1.1849
-0.29
γ8-3.1039
-0.86
γ94.1461
1.40
γ10-1.9484
-1.04

Persistence:

0.666

Half-life:

2 days