V-Lab
Howmet Aerospace Inc Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
42.49%
increased by 3.03%
1 Week
40.02%
increased by 0.56%
1 Month
33.35%
decreased by 6.11%
Analysis last updated: Friday, August 7, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 7, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 15% more than equivalent positive returns. The volatility power δ = 0.79 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0583 | 24.46*** |
α ARCH Response to squared shocks | 0.1648 | 68.59*** |
β GARCH Volatility persistence | 0.8175 | 300.98*** |
γ leverage Additional response to negative shocks | 0.0893 | 14.56*** |
δ power Transformation power | 0.7857 | 18.57*** |
Persistence:
0.949
Half-life:
13 days
Other Howmet Aerospace Inc Analyses
Other Asy. Power MEM Analyses on Equities