V-Lab
V-Lab
Ternium SA GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:29.84% (-0.55%)

Analysis last updated: Thursday, May 2, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ternium SA GARCH
paramt-stat
ω0.186215.36
α0.062522.62
β0.9133297.40
Estimation Period:
Feb 1, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts