This video looks very interesting especially at the end where the object goes straight up. There is also a point where some of the clouds can be seen around it. I thought it might be a balloon but the object seems to be at a 70 degree angle to the horizon. I would think that helium would keep a balloon in an upright 90 degree position. Could it be CGI?
It reminds me of the O'Hare case but it doesn't leave a hole.