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, December 8th, 2025:33.98% (-0.53%)

Analysis last updated: Saturday, December 6, 2025 at 01:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6716	7.93
$α$	0.0619	6.97
$β$	0.8942	47.92
$γ_{1}$	-0.0843	-2.11
$γ_{2}$	0.1409	2.32
$γ_{3}$	-0.0641	-1.43
$γ_{4}$	-0.0467	-1.03
$γ_{5}$	0.1480	3.24
$γ_{6}$	-0.2167	-4.62
$γ_{7}$	0.1835	3.63
$γ_{8}$	-0.0083	-0.16
$γ_{9}$	-0.1047	-1.95
$γ_{10}$	0.0574	1.37

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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Volatility Forecasts

Volatility Forecasts