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

V-Lab

Ternium SA GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:34.70% (+1.85%)

Analysis last updated: Friday, August 22, 2025 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.1414	5.20
$α$	0.0715	18.06
$β$	0.9766	200.52
$ν$	5.1728	5.08

Estimation Period:
Feb 1, 2006 to Aug 22, 2025