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 Wednesday, March 12th, 2025:40.05% (-0.47%)

Analysis last updated: Tuesday, March 11, 2025 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0537	13.50
$α$	0.0188	11.22
$β$	0.9497	682.27
$γ$	0.0441	10.77

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

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Volatility Forecasts

Volatility Forecasts