Ford Motor Co MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
36.22%
decreased by 0.69%
1 Week
36.32%
decreased by 0.59%
1 Month
36.68%
decreased by 0.23%
Analysis last updated: Tuesday, July 21, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1178 | 7.97*** |
α ARCH Response to squared shocks | 0.1766 | 42.20*** |
β GARCH Volatility persistence | 0.8036 | 292.76*** |
Persistence:
0.980
Half-life:
35 days
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