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

V-Lab

Ford Motor Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:26.14% (+0.25%)

Analysis last updated: Friday, September 19, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0502	19.40
$α$	0.1905	69.41
$β$	0.7936	261.90
$γ$	0.0676	11.02
$δ$	0.6527	16.98

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts