Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:30.03% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0807 | 10.59 | |
| 0.0155 | 7.82 | |
| 0.9503 | 447.85 | |
| 0.0452 | 12.28 |
Estimation Period:
Feb 1, 2006 to Feb 20, 2026
Feb 1, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts