V-Lab
V-Lab
Ternium SA AGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 15th, 2024:28.61% (-0.66%)

Analysis last updated: Tuesday, May 14, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ternium SA AGARCH
paramt-stat
ω0.241418.00
α0.081627.78
β0.8844262.26
γ0.60246.74
Estimation Period:
Feb 1, 2006 to May 10, 2024
Impact of return on volatility tomorrow
Volatility Forecasts