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

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V-Lab

Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:34.07% (+1.26%)

Analysis last updated: Tuesday, February 4, 2025 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0941	23.29
$β$	0.7181	56.48
$γ$	0.0346	5.43
$λ_{1}$	0.0142	2.17
$λ_{2}$	0.0181	3.94
$λ_{3}$	0.9793	177.83

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts