Ford Motor Co GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
61.93%
increased by 0.18%
1 Week
61.49%
decreased by 0.26%
1 Month
59.83%
decreased by 1.92%
Analysis last updated: Friday, May 29, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0679 | 15.39 | |
| 0.0482 | 20.67 | |
| 0.9329 | 475.48 | |
| 0.0145 | 2.90 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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