V-Lab: Ternium SA GJR-GARCH Volatility Analysis

V-Lab

Ternium SA GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:31.00% (-0.37%)

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
$ω$	0.0877	10.44
$α$	0.0161	7.90
$β$	0.9485	428.02
$γ$	0.0464	12.09

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts