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 Monday, October 13th, 2025:40.33% (-0.98%)

Analysis last updated: Saturday, October 11, 2025 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7099	8.49
$α$	0.0606	7.20
$β$	0.9025	55.03
$γ_{1}$	-0.0477	-2.07
$γ_{2}$	0.1029	2.92
$γ_{3}$	-0.1174	-4.54
$γ_{4}$	0.1235	4.76
$γ_{5}$	-0.1447	-4.69
$γ_{6}$	0.1599	4.37
$γ_{7}$	-0.0926	-2.58
$γ_{8}$	0.0057	0.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts