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 Friday, August 1st, 2025:39.08% (+9.52%)

Analysis last updated: Thursday, July 31, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7260	3.51
$α$	0.0618	7.68
$β$	0.8980	69.04
$γ_{1}$	-0.0009	-0.01
$γ_{2}$	0.0290	0.28
$γ_{3}$	-0.0312	-0.56
$γ_{4}$	-0.0685	-1.55
$γ_{5}$	0.1979	4.65
$γ_{6}$	-0.2801	-6.09
$γ_{7}$	0.2967	5.58
$γ_{8}$	-0.2366	-4.12
$γ_{9}$	0.1256	2.31
$γ_{10}$	-0.0342	-0.74

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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