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 Monday, December 23rd, 2024:35.29% (-1.01%)

Analysis last updated: Friday, December 20, 2024 at 11:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0939	23.29
$β$	0.7185	56.81
$γ$	0.0351	5.51
$λ_{1}$	0.0139	2.15
$λ_{2}$	0.0179	3.96
$λ_{3}$	0.9795	180.23

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts