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

V-Lab

Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:30.10% (-0.70%)

Analysis last updated: Wednesday, August 27, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7279	3.51
$α$	0.0614	7.70
$β$	0.8989	69.89
$γ_{1}$	-0.0004	-0.01
$γ_{2}$	0.0289	0.28
$γ_{3}$	-0.0331	-0.60
$γ_{4}$	-0.0641	-1.45
$γ_{5}$	0.1920	4.53
$γ_{6}$	-0.2750	-6.02
$γ_{7}$	0.2949	5.53
$γ_{8}$	-0.2397	-4.13
$γ_{9}$	0.1323	2.43
$γ_{10}$	-0.0398	-0.88

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

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