V-Lab: Ford Motor Co GJR-GARCH Volatility Analysis

V-Lab

Ford Motor Co GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:31.81% (-0.75%)

Analysis last updated: Thursday, July 3, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0586	14.61
$α$	0.0423	19.79
$β$	0.9393	527.43
$γ$	0.0160	3.40

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts