V-Lab: Ford Motor Co GAS-GARCH Student T Volatility Analysis

V-Lab

Ford Motor Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:27.25% (+0.36%)

Analysis last updated: Saturday, May 31, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4243	4.30
$α$	0.0522	33.40
$β$	0.9929	602.46
$ν$	5.5050	7.94

Estimation Period:
Jan 2, 1990 to May 30, 2025