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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	5.4918	4.37***
α ARCH Response to squared shocks	0.0530	34.00***
β GARCH Volatility persistence	0.9924	571.67***
ν DF Student-t tail thickness	5.4417	8.03***

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Ford Motor Co GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ford Motor Co Analyses