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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7425	3.27***
α ARCH Response to squared shocks	0.0600	8.10***
β GARCH Volatility persistence	0.9070	83.13***

γ₁	-0.0103	-0.14
γ₂	0.0527	0.51
γ₃	-0.0707	-1.25
γ₄	-0.0079	-0.17
γ₅	0.1241	2.81***
γ₆	-0.2098	-4.68***
γ₇	0.2559	4.62***
γ₈	-0.2501	-3.66***
γ₉	0.1870	2.49**
γ₁₀	-0.1111	-1.05

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Howmet Aerospace Inc Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Howmet Aerospace Inc Analyses