Ford Motor Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
53.96%
decreased by 1.64%
1 Week
53.65%
decreased by 1.95%
1 Month
52.48%
decreased by 3.12%
Analysis last updated: Saturday, June 13, 2026 at 12:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0676 | 15.38 | |
| 0.0477 | 20.69 | |
| 0.9333 | 478.61 | |
| 0.0147 | 2.95 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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