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, March 10th, 2025:40.33% (-0.16%)

Analysis last updated: Friday, March 7, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0957	23.49
$β$	0.7150	56.26
$γ$	0.0338	5.27
$λ_{1}$	0.0139	2.16
$λ_{2}$	0.0179	3.97
$λ_{3}$	0.9795	181.09

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts