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

V-Lab

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V-Lab

Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:30.57% (-0.66%)

Analysis last updated: Tuesday, February 4, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7284	3.44
$α$	0.0577	7.40
$β$	0.9039	71.71
$γ_{1}$	0.0050	0.06
$γ_{2}$	0.0167	0.15
$γ_{3}$	-0.0119	-0.21
$γ_{4}$	-0.1002	-2.21
$γ_{5}$	0.2353	5.26
$γ_{6}$	-0.3079	-6.30
$γ_{7}$	0.2999	5.67
$γ_{8}$	-0.2091	-3.77
$γ_{9}$	0.0807	1.40
$γ_{10}$	-0.0005	-0.01

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

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