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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7562	3.34***
α ARCH Response to squared shocks	0.0598	8.12***
β GARCH Volatility persistence	0.9075	83.11***

γ₁	-0.0024	-0.03
γ₂	0.0406	0.39
γ₃	-0.0669	-1.18
γ₄	-0.0018	-0.04
γ₅	0.1097	2.49**
γ₆	-0.1915	-4.28***
γ₇	0.2378	4.34***
γ₈	-0.2331	-3.54***
γ₉	0.1667	2.74***
γ₁₀	-0.0742	-1.83*

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Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Howmet Aerospace Inc Analyses