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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0836	15.77***
α ARCH Response to squared shocks	0.0641	34.07***
β GARCH Volatility persistence	0.9209	407.67***
γ leverage Additional response to negative shocks	0.1861	3.53***

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Ford Motor Co AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ford Motor Co Analyses