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

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V-Lab

Ford Motor Co GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, March 11th, 2025:35.26% (-1.27%)

Analysis last updated: Tuesday, March 11, 2025 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4319	4.30
$α$	0.0506	34.39
$β$	0.9933	639.58
$ν$	6	8.07

Estimation Period:
Jan 2, 1990 to Mar 7, 2025