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 Friday, May 9th, 2025:44.76% (-2.00%)

Analysis last updated: Thursday, May 8, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1091	5.15
$α$	0.0520	29.03
$β$	0.9898	472.02
$ν$	5.4646	7.13

Estimation Period:
Jan 2, 1990 to May 2, 2025