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

V-Lab

Howmet Aerospace Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:28.62% (+1.50%)

Analysis last updated: Friday, June 27, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0579	13.91
$α$	0.0191	11.22
$β$	0.9472	662.85
$γ$	0.0471	11.22

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts