V-Lab: Howmet Aerospace Inc GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

Howmet Aerospace Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 10th, 2025:28.71% (-0.21%)

Analysis last updated: Friday, February 7, 2025 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0535	13.35
$α$	0.0185	11.08
$β$	0.9497	680.30
$γ$	0.0448	10.93

Estimation Period:
Jan 2, 1990 to Feb 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts