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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6617	7.93***
α ARCH Response to squared shocks	0.0666	7.22***
β GARCH Volatility persistence	0.8873	46.60***

γ₁	-0.0900	-2.40**
γ₂	0.1537	2.70***
γ₃	-0.0861	-2.02**
γ₄	-0.0090	-0.21
γ₅	0.0991	2.19**
γ₆	-0.1727	-3.77***
γ₇	0.1682	3.40***
γ₈	-0.0161	-0.33
γ₉	-0.1121	-2.37**
γ₁₀	0.0807	2.24**

V-Lab

Ford Motor Co Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Ford Motor Co Analyses