Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.56% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0823 | 10.64 | |
| 0.0157 | 7.88 | |
| 0.9499 | 443.04 | |
| 0.0454 | 12.21 |
Estimation Period:
Feb 1, 2006 to Feb 6, 2026
Feb 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts