V-Lab: Howmet Aerospace Inc GAS-GARCH Student T Volatility Analysis

V-Lab

Howmet Aerospace Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:47.90% (-2.05%)

Analysis last updated: Thursday, April 17, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0827	5.14
$α$	0.0519	28.77
$β$	0.9897	465.75
$ν$	5.4529	7.09

Estimation Period:
Jan 2, 1990 to Apr 17, 2025