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

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Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:30.45% (-0.72%)

Analysis last updated: Saturday, December 13, 2025 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0993	24.48
$β$	0.7151	59.68
$γ$	0.0324	5.12
$λ_{1}$	0.0138	2.30
$λ_{2}$	0.0172	4.24
$λ_{3}$	0.9802	200.20

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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