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

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V-Lab

Ford Motor Co Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:36.64% (-0.96%)

Analysis last updated: Friday, May 3, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6529	8.23
$α$	0.0525	6.33
$β$	0.9097	54.50
$γ_{1}$	-0.0784	-3.15
$γ_{2}$	0.1615	4.09
$γ_{3}$	-0.1744	-5.10
$γ_{4}$	0.1765	5.15
$γ_{5}$	-0.1764	-5.17
$γ_{6}$	0.1411	4.03
$γ_{7}$	-0.0098	-0.27
$γ_{8}$	-0.1248	-2.19

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts