V-Lab: Howmet Aerospace Inc EGARCH Volatility Analysis

V-Lab

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V-Lab

Howmet Aerospace Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, March 24th, 2025:38.12% (-0.74%)

Analysis last updated: Friday, March 21, 2025 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0234	8.91
$α$	0.0953	33.66
$β$	0.9887	1,184.07
$γ$	-0.0385	-10.45

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts