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

V-Lab

Ford Motor Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:45.85% (-2.14%)

Analysis last updated: Wednesday, April 23, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0500	19.21
$α$	0.1906	68.85
$β$	0.7941	259.85
$γ$	0.0661	10.69
$δ$	0.6644	17.23

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts