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V-Lab

Howmet Aerospace Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

33.04%

decreased by 0.53%

1 Week

33.14%

decreased by 0.43%

1 Month

33.52%

decreased by 0.05%

Analysis last updated: Friday, August 21, 2026 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Howmet Aerospace Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 21, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 249% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0571
13.96***
α

ARCH

Response to squared shocks

0.0186
11.36***
β

GARCH

Volatility persistence

0.9482
677.28***
γ

leverage

Additional response to negative shocks

0.0464
11.38***

Persistence:

0.990

Half-life:

69 days