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V-Lab

Howmet Aerospace Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

31.57%

decreased by 0.99%

1 Week

31.66%

decreased by 0.90%

1 Month

31.98%

decreased by 0.58%

Analysis last updated: Friday, August 21, 2026 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Howmet Aerospace Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.9830
5.29***
α

ARCH

Response to squared shocks

0.0514
27.80***
β

GARCH

Volatility persistence

0.9892
458.19***
ν

DF

Student-t tail thickness

5.4518
6.92***

Persistence:

0.989

Half-life:

64 days