V-Lab: Ford Motor Co GARCH Volatility Analysis

V-Lab

Ford Motor Co GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:33.84% (+2.01%)

Analysis last updated: Wednesday, July 2, 2025 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0660	15.89
$α$	0.0550	32.74
$β$	0.9333	475.19

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts