V-Lab: Ternium SA GAS-GARCH Student T Volatility Analysis

V-Lab

Ternium SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:31.84% (-0.49%)

Analysis last updated: Friday, July 25, 2025 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1615	5.19
$α$	0.0721	18.07
$β$	0.9763	198.49
$ν$	5.1559	5.12

Estimation Period:
Feb 1, 2006 to Jul 25, 2025