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

V-Lab

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V-Lab

Howmet Aerospace Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:28.67% (-0.30%)

Analysis last updated: Friday, December 27, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.9855	5.17
$α$	0.0517	28.37
$β$	0.9896	460.71
$ν$	5	6.93

Estimation Period:
Jan 2, 1990 to Dec 27, 2024