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Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:33.16% (-0.54%)
Analysis last updated: Tuesday, November 11, 2025 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ternium SA GJR-GARCH
paramt-stat
ω0.085110.53
α0.01597.91
β0.9492435.02
γ0.045612.10
Estimation Period:
Feb 1, 2006 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts