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

V-Lab

Howmet Aerospace Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:34.47% (-0.68%)

Analysis last updated: Saturday, May 31, 2025 at 03:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$α$	0.0163	11.20
$β$	0.9498	679.87
$γ$	0.0487	19.62
$λ_{1}$	5.9081	100.73

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts