Howmet Aerospace Inc GARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
29.84%
decreased by 0.66%
1 Week
30.03%
decreased by 0.47%
1 Month
30.73%
increased by 0.23%
Analysis last updated: Monday, July 20, 2026 at 09:44 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 56 trading days, meaning a shock loses half its impact after approximately 56 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0663 | 20.81*** |
α ARCH Response to squared shocks | 0.0493 | 34.59*** |
β GARCH Volatility persistence | 0.9385 | 589.51*** |
Persistence:
0.988
Half-life:
56 days
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