V-Lab: Howmet Aerospace Inc MF2-GARCH Volatility Analysis

V-Lab

Howmet Aerospace Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:28.75% (+1.23%)

Analysis last updated: Friday, June 27, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$α$	0.0165	11.25
$β$	0.9490	675.93
$γ$	0.0493	19.73
$λ_{1}$	5.8781	100.66

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts