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

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Ford Motor Co MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:31.18% (+0.01%)

Analysis last updated: Thursday, December 11, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0993	24.44
$β$	0.7146	59.48
$γ$	0.0325	5.12
$λ_{1}$	0.0139	2.30
$λ_{2}$	0.0173	4.23
$λ_{3}$	0.9802	199.26

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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