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V-Lab

Howmet Aerospace Inc MF2-GARCH Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

31.99%

increased by 1.44%

1 Week

32.13%

increased by 1.58%

1 Month

32.64%

increased by 2.09%

Analysis last updated: Friday, August 7, 2026 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Howmet Aerospace Inc MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 70 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 301% more than positive returns

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.0161
11.40***
β

GARCH

Volatility persistence

0.9498
690.27***
γ

leverage

Additional response to negative shocks

0.0485
19.94***
λ₁

tau intercept

Baseline long-term coefficient

5.8544
101.50***

Persistence:

0.990

Half-life:

70 days