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

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V-Lab

Ford Motor Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:36.16% (+1.45%)

Analysis last updated: Friday, May 3, 2024 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0483	18.75
$α$	0.1850	66.73
$β$	0.8015	264.08
$γ$	0.0701	10.80
$δ$	0.6993	17.78

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts