Skip to main content
V-Lab

Howmet Aerospace Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

28.41%

decreased by 0.45%

1 Week

28.62%

decreased by 0.24%

1 Month

29.43%

increased by 0.57%

Analysis last updated: Friday, July 24, 2026 at 10:38 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 Jul 24, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 250% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0574
13.98***
α

ARCH

Response to squared shocks

0.0187
11.37***
β

GARCH

Volatility persistence

0.9479
674.19***
γ

leverage

Additional response to negative shocks

0.0467
11.41***

Persistence:

0.990

Half-life:

68 days