V-Lab
V-Lab
Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:29.21% (+1.25%)

Analysis last updated: Tuesday, April 30, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ternium SA GJR-GARCH
paramt-stat
ω0.098410.39
α0.01557.50
β0.9474401.80
γ0.047712.02
Estimation Period:
Feb 1, 2006 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts