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

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Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 21st, 2025:26.70% (-0.96%)

Analysis last updated: Monday, October 20, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0985	23.67
$β$	0.7064	56.32
$γ$	0.0358	5.52
$λ_{1}$	0.0146	2.23
$λ_{2}$	0.0182	4.08
$λ_{3}$	0.9791	182.87

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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Volatility Forecasts