Howmet Aerospace Inc MEM Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
35.04%
decreased by 0.65%
1 Week
35.15%
decreased by 0.54%
1 Month
35.54%
decreased by 0.15%
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
Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1420 | 10.57*** |
α ARCH Response to squared shocks | 0.1587 | 43.02*** |
β GARCH Volatility persistence | 0.8156 | 294.74*** |
Persistence:
0.974
Half-life:
27 days
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