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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	21
α ARCH Response to squared shocks	0.0989	25.67***
β GARCH Volatility persistence	0.7254	63.15***
γ leverage Additional response to negative shocks	0.0309	5.11***
λ₁ tau intercept Baseline long-term coefficient	0.0134	2.41**
λ₂ forecast adj. Forecast performance sensitivity	0.0165	4.42***
λ₃ tau persistence Long-term factor persistence	0.9810	217.04***

V-Lab

Ford Motor Co MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ford Motor Co Analyses