V-Lab: Ford Motor Co EGARCH Volatility Analysis

V-Lab

Ford Motor Co EGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:28.97% (-0.94%)

Analysis last updated: Monday, June 30, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0259	13.70
$α$	0.1263	34.55
$β$	0.9876	1,103.49
$γ$	-0.0180	-5.06

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts