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

V-Lab

Howmet Aerospace Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:34.23% (-0.71%)

Analysis last updated: Saturday, May 31, 2025 at 03:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0566	13.74
$α$	0.0189	11.16
$β$	0.9480	664.80
$γ$	0.0466	11.18

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts