Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:28.49% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0816 | 10.41 | |
| 0.0158 | 7.89 | |
| 0.9499 | 443.07 | |
| 0.0454 | 12.18 |
Estimation Period:
Feb 1, 2006 to Dec 31, 2025
Feb 1, 2006 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts