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 30th, 2025:35.41% (+0.02%)

Analysis last updated: Friday, June 27, 2025 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6994	8.58
$α$	0.0610	7.11
$β$	0.8999	52.31
$γ_{1}$	-0.0516	-2.24
$γ_{2}$	0.1097	3.13
$γ_{3}$	-0.1231	-4.81
$γ_{4}$	0.1295	5.02
$γ_{5}$	-0.1500	-4.89
$γ_{6}$	0.1583	4.41
$γ_{7}$	-0.0801	-2.26
$γ_{8}$	-0.0079	-0.30

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts