V-Lab: Ford Motor Co Spline-GARCH Volatility Analysis

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V-Lab

Ford Motor Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:36.34% (-0.24%)

Analysis last updated: Friday, April 26, 2024 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6518	8.19
$α$	0.0526	6.35
$β$	0.9098	54.70
$γ_{1}$	-0.0790	-3.16
$γ_{2}$	0.1625	4.10
$γ_{3}$	-0.1751	-5.10
$γ_{4}$	0.1769	5.14
$γ_{5}$	-0.1764	-5.15
$γ_{6}$	0.1401	4.00
$γ_{7}$	-0.0083	-0.23
$γ_{8}$	-0.1251	-2.19

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts