V-Lab: Ford Motor Co Zero Slope Spline-GARCH Volatility Analysis

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Ford Motor Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:47.94% (-0.57%)

Analysis last updated: Wednesday, November 5, 2025 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7108	8.49
$α$	0.0602	7.23
$β$	0.9031	55.54
$γ_{1}$	-0.0468	-2.03
$γ_{2}$	0.1012	2.88
$γ_{3}$	-0.1159	-4.48
$γ_{4}$	0.1218	4.70
$γ_{5}$	-0.1428	-4.64
$γ_{6}$	0.1587	4.34
$γ_{7}$	-0.0920	-2.56
$γ_{8}$	0.0047	0.18

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts