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

Skip to main content

V-Lab

Ford Motor Co Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:35.72% (-0.90%)

Analysis last updated: Thursday, November 13, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6813	8.61
$α$	0.0624	7.01
$β$	0.8960	49.78
$γ_{1}$	-0.0577	-2.63
$γ_{2}$	0.1188	3.56
$γ_{3}$	-0.1273	-5.19
$γ_{4}$	0.1291	5.27
$γ_{5}$	-0.1449	-4.98
$γ_{6}$	0.1526	4.33
$γ_{7}$	-0.0672	-1.75
$γ_{8}$	-0.0729	-1.42

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts