V-Lab
Ford Motor Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 23rd, 2024:32.55% (-0.43%)
Analysis last updated: Friday, December 20, 2024 at 11:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0545 | 14.32 | |
| 0.0404 | 19.37 | |
| 0.9422 | 550.97 | |
| 0.0155 | 3.38 |
Estimation Period:
Jan 2, 1990 to Dec 20, 2024
Jan 2, 1990 to Dec 20, 2024
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