Skip to main content
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

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 Jul 24, 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
5.30***
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