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

V-Lab

Ford Motor Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:34.48% (+0.14%)

Analysis last updated: Saturday, May 31, 2025 at 03:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6974	8.62
$α$	0.0613	7.10
$β$	0.8988	51.61
$γ_{1}$	-0.0526	-2.29
$γ_{2}$	0.1116	3.19
$γ_{3}$	-0.1249	-4.89
$γ_{4}$	0.1314	5.10
$γ_{5}$	-0.1517	-4.95
$γ_{6}$	0.1578	4.43
$γ_{7}$	-0.0763	-2.17
$γ_{8}$	-0.0118	-0.46

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts