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 Monday, December 15th, 2025:28.90% (-0.20%)

Analysis last updated: Saturday, December 13, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7328	3.47
$α$	0.0612	7.79
$β$	0.9006	72.52
$γ_{1}$	-0.0012	-0.02
$γ_{2}$	0.0321	0.31
$γ_{3}$	-0.0418	-0.75
$γ_{4}$	-0.0480	-1.08
$γ_{5}$	0.1710	4.04
$γ_{6}$	-0.2549	-5.67
$γ_{7}$	0.2831	5.24
$γ_{8}$	-0.2409	-3.97
$γ_{9}$	0.1408	2.56
$γ_{10}$	-0.0455	-1.08

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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