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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Howmet Aerospace Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model 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

ParameterValuet-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