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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0385	15.15***
α ARCH Response to squared shocks	0.0794	32.59***
β GARCH Volatility persistence	0.9206	345.44***
γ leverage Additional response to negative shocks	0.1306	5.99***
δ power Transformation power	0.8093	18.55***

V-Lab

Ford Motor Co APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ford Motor Co Analyses