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, October 7th, 2024:26.20% (-0.28%)

Analysis last updated: Friday, October 4, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0532	13.55
$α$	0.0199	11.35
$β$	0.9487	665.78
$γ$	0.0439	10.47

Estimation Period:
Jan 2, 1990 to Oct 4, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts