V-Lab
Howmet Aerospace Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
30.13%
decreased by 0.87%
1 Week
30.25%
decreased by 0.75%
1 Month
30.71%
decreased by 0.29%
Analysis last updated: Friday, July 24, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 64 trading days, meaning a shock loses half its impact after approximately 64 days. Returns follow a Student-t distribution with v = 5.45 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.9830 | 5.30*** |
α ARCH Response to squared shocks | 0.0516 | 27.81*** |
β GARCH Volatility persistence | 0.9892 | 457.32*** |
ν DF Student-t tail thickness | 5.4530 | 6.93*** |
Persistence:
0.989
Half-life:
64 days
Other Howmet Aerospace Inc Analyses
Other GAS-GARCH Student T Analyses on Equities