V-Lab: Ford Motor Co MF2-GARCH Volatility Analysis

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Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:31.92% (-0.75%)

Analysis last updated: Tuesday, November 11, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0988	24.42
$β$	0.7160	59.39
$γ$	0.0324	5.11
$λ_{1}$	0.0140	2.30
$λ_{2}$	0.0174	4.22
$λ_{3}$	0.9800	197.63

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

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Volatility Forecasts