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

V-Lab

Ford Motor Co Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, July 14th, 2025:25.57% (-1.40%)

Analysis last updated: Friday, July 11, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0508	19.41
$α$	0.1919	69.44
$β$	0.7920	259.34
$γ$	0.0668	10.92
$δ$	0.6551	17.05

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts