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

V-Lab

Ternium SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:29.05% (-1.03%)

Analysis last updated: Wednesday, June 18, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1867	5.19
$α$	0.0729	18.14
$β$	0.9762	197.29
$ν$	5.1459	5.17

Estimation Period:
Feb 1, 2006 to Jun 18, 2025