Ternium SA Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
38.46%
increased by 0.26%
1 Week
38.70%
increased by 0.50%
1 Month
39.64%
increased by 1.44%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 21.59 | |
| 0.1254 | 25.25 | |
| 0.8592 | 347.02 | |
| 0.0307 | 3.81 |
Estimation Period:
Feb 1, 2006 to Jun 5, 2026
Feb 1, 2006 to Jun 5, 2026
Other Asy. MEM Analyses on Depositary Receipts