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 Friday, May 9th, 2025:38.14% (-1.62%)

Analysis last updated: Thursday, May 8, 2025 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4848	4.30
$α$	0.0512	34.38
$β$	0.9932	635.45
$ν$	5.5121	8.10

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