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

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Howmet Aerospace Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:27.85% (-0.48%)

Analysis last updated: Thursday, November 27, 2025 at 12:34 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7301	3.47
$α$	0.0615	7.78
$β$	0.8999	71.72
$γ_{1}$	-0.0024	-0.03
$γ_{2}$	0.0337	0.33
$γ_{3}$	-0.0420	-0.76
$γ_{4}$	-0.0489	-1.10
$γ_{5}$	0.1726	4.09
$γ_{6}$	-0.2567	-5.70
$γ_{7}$	0.2842	5.27
$γ_{8}$	-0.2406	-3.99
$γ_{9}$	0.1395	2.54
$γ_{10}$	-0.0445	-1.04

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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