V-Lab: Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

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Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:30.24% (-0.63%)

Analysis last updated: Wednesday, November 5, 2025 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7293	3.48
$α$	0.0613	7.75
$β$	0.8998	71.35
$γ_{1}$	-0.0014	-0.02
$γ_{2}$	0.0316	0.31
$γ_{3}$	-0.0387	-0.70
$γ_{4}$	-0.0540	-1.22
$γ_{5}$	0.1790	4.24
$γ_{6}$	-0.2629	-5.82
$γ_{7}$	0.2882	5.36
$γ_{8}$	-0.2413	-4.06
$γ_{9}$	0.1389	2.56
$γ_{10}$	-0.0447	-1.04

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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