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, April 21st, 2025:51.95% (-0.37%)

Analysis last updated: Thursday, April 17, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.5491	4.31
$α$	0.0515	34.77
$β$	0.9933	646.25
$ν$	5.5157	8.22

Estimation Period:
Jan 2, 1990 to Apr 17, 2025