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

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V-Lab

Ford Motor Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:38.44% (-0.27%)

Analysis last updated: Friday, December 20, 2024 at 11:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6889	8.58
$α$	0.0599	6.97
$β$	0.9003	51.71
$γ_{1}$	-0.0575	-2.45
$γ_{2}$	0.1204	3.38
$γ_{3}$	-0.1327	-5.12
$γ_{4}$	0.1395	5.29
$γ_{5}$	-0.1580	-5.02
$γ_{6}$	0.1538	4.33
$γ_{7}$	-0.0590	-1.68
$γ_{8}$	-0.0288	-1.08

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts