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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Howmet Aerospace Inc AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model 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

ParameterValuet-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