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

V-Lab

Ford Motor Co Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:35.34% (+2.13%)

Analysis last updated: Wednesday, July 2, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6673	8.70
$α$	0.0635	6.84
$β$	0.8916	46.53
$γ_{1}$	-0.0629	-2.87
$γ_{2}$	0.1275	3.84
$γ_{3}$	-0.1342	-5.54
$γ_{4}$	0.1365	5.62
$γ_{5}$	-0.1520	-5.27
$γ_{6}$	0.1516	4.46
$γ_{7}$	-0.0532	-1.47
$γ_{8}$	-0.0917	-1.82

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts