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

V-Lab

Howmet Aerospace Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:30.03% (-0.39%)

Analysis last updated: Friday, July 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$α$	0.0164	11.23
$β$	0.9495	680.67
$γ$	0.0486	19.58
$λ_{1}$	5.8627	101.31

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts