V-Lab: Ford Motor Co EGARCH Volatility Analysis

V-Lab

Ford Motor Co EGARCH Volatility Analysis

Volatility Prediction for Thursday, September 18th, 2025:23.38% (-0.64%)

Analysis last updated: Wednesday, September 17, 2025 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0257	13.66
$α$	0.1258	34.53
$β$	0.9877	1,108.54
$γ$	-0.0182	-5.15

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts