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

V-Lab

Ford Motor Co Asy. MEM Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:28.08% (-1.44%)

Analysis last updated: Thursday, July 10, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1152	25.52
$α$	0.1547	42.77
$β$	0.8062	299.03
$γ$	0.0386	6.76

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts