Ternium SA GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
39.71%
decreased by 0.75%
1 Week
39.77%
decreased by 0.69%
1 Month
40.00%
decreased by 0.46%
Analysis last updated: Tuesday, June 9, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 11.18 | |
| 0.0176 | 8.68 | |
| 0.9484 | 435.84 | |
| 0.0436 | 11.53 |
Estimation Period:
Feb 1, 2006 to Jun 5, 2026
Feb 1, 2006 to Jun 5, 2026
Other GJR-GARCH Analyses on Depositary Receipts