V-Lab: Ford Motor Co Asy. Power MEM Volatility Analysis

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V-Lab

Ford Motor Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:34.94% (-2.78%)

Analysis last updated: Tuesday, April 23, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0486	18.77
$α$	0.1859	66.79
$β$	0.8004	262.50
$γ$	0.0695	10.75
$δ$	0.6958	17.71

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts