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

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V-Lab

Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:29.02% (+1.29%)

Analysis last updated: Saturday, October 11, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7303	3.50
$α$	0.0613	7.72
$β$	0.8996	70.73
$γ_{1}$	-0.0009	-0.01
$γ_{2}$	0.0309	0.30
$γ_{3}$	-0.0381	-0.69
$γ_{4}$	-0.0557	-1.26
$γ_{5}$	0.1818	4.30
$γ_{6}$	-0.2656	-5.87
$γ_{7}$	0.2895	5.40
$γ_{8}$	-0.2402	-4.06
$γ_{9}$	0.1358	2.50
$γ_{10}$	-0.0418	-0.96

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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