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V-Lab

Howmet Aerospace Inc APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

29.19%

decreased by 0.10%

1 Week

29.47%

increased by 0.18%

1 Month

30.53%

increased by 1.24%

Analysis last updated: Friday, August 14, 2026 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Howmet Aerospace Inc APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 14, 2026

Model Insight

With persistence 0.991, volatility shocks have a half-life of 74 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 1.31 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

Leverage: Negative returns increase volatility 221% more than positive returns

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0350
15.61***
α

ARCH

Response to squared shocks

0.0469
27.98***
β

GARCH

Volatility persistence

0.9505
632.82***
γ

leverage

Additional response to negative shocks

0.4172
16.93***
δ

power

Transformation power

1.3138
27.93***

Persistence:

0.991

Half-life:

74 days