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, November 17th, 2025:40.18% (-0.97%)

Analysis last updated: Saturday, November 15, 2025 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7111	8.52
$α$	0.0602	7.21
$β$	0.9029	55.29
$γ_{1}$	-0.0464	-2.03
$γ_{2}$	0.1005	2.87
$γ_{3}$	-0.1153	-4.48
$γ_{4}$	0.1212	4.69
$γ_{5}$	-0.1423	-4.65
$γ_{6}$	0.1591	4.37
$γ_{7}$	-0.0937	-2.61
$γ_{8}$	0.0066	0.25

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts