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

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Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:35.81% (-3.60%)

Analysis last updated: Saturday, October 11, 2025 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0978	23.72
$β$	0.7093	56.66
$γ$	0.0361	5.60
$λ_{1}$	0.0144	2.25
$λ_{2}$	0.0180	4.08
$λ_{3}$	0.9792	184.62

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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Volatility Forecasts