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

V-Lab

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V-Lab

Howmet Aerospace Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:54.35% (-1.33%)

Analysis last updated: Wednesday, May 8, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7494	3.29
$α$	0.0535	7.55
$β$	0.9210	94.95
$γ_{1}$	-0.0087	-0.18
$γ_{2}$	0.0583	0.89
$γ_{3}$	-0.1345	-3.72
$γ_{4}$	0.1747	5.09
$γ_{5}$	-0.1802	-4.83
$γ_{6}$	0.1818	4.26
$γ_{7}$	-0.1831	-3.11
$γ_{8}$	0.1897	1.76

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts