V-Lab: Ford Motor Co APARCH Volatility Analysis

V-Lab

Ford Motor Co APARCH Volatility Analysis

Volatility Prediction for Tuesday, May 20th, 2025:29.06% (-0.95%)

Analysis last updated: Tuesday, May 20, 2025 at 02:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0334	14.66
$α$	0.0727	30.34
$β$	0.9273	360.27
$γ$	0.1621	6.62
$δ$	0.7569	17.26

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts