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 30th, 2025:29.63% (+0.21%)

Analysis last updated: Friday, June 27, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4197	4.31
$α$	0.0517	33.60
$β$	0.9929	610.67
$ν$	5.5211	7.91

Estimation Period:
Jan 2, 1990 to Jun 27, 2025