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

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V-Lab

Howmet Aerospace Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:31.00% (+0.33%)

Analysis last updated: Thursday, November 13, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7225	3.45
$α$	0.0612	7.73
$β$	0.8998	71.29
$γ_{1}$	-0.0076	-0.10
$γ_{2}$	0.0415	0.40
$γ_{3}$	-0.0428	-0.77
$γ_{4}$	-0.0579	-1.31
$γ_{5}$	0.1900	4.50
$γ_{6}$	-0.2763	-6.14
$γ_{7}$	0.2995	5.61
$γ_{8}$	-0.2461	-4.13
$γ_{9}$	0.1322	2.24
$γ_{10}$	-0.0118	-0.16

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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Volatility Forecasts

Volatility Forecasts