V-Lab
Ford Motor Co EGARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:29.66% (-0.87%)
Analysis last updated: Thursday, October 10, 2024 at 10:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0245 | 13.08 | |
| 0.1223 | 33.88 | |
| 0.9884 | 1149.34 | |
| -0.0184 | -5.17 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024