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

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Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 21st, 2025:38.49% (+6.42%)

Analysis last updated: Thursday, November 20, 2025 at 11:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0993	24.42
$β$	0.7144	59.34
$γ$	0.0326	5.13
$λ_{1}$	0.0139	2.29
$λ_{2}$	0.0173	4.22
$λ_{3}$	0.9801	198.20

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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