Howmet Aerospace Inc Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
34.55%
decreased by 0.95%
1 Week
34.67%
decreased by 0.83%
1 Month
35.06%
decreased by 0.44%
Analysis last updated: Tuesday, July 21, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 17, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 46% more than equivalent positive returns.
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1299 | 31.37*** |
α ARCH Response to squared shocks | 0.1182 | 32.87*** |
β GARCH Volatility persistence | 0.8307 | 336.19*** |
γ leverage Additional response to negative shocks | 0.0542 | 9.02*** |
Persistence:
0.976
Half-life:
29 days
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