V-Lab
V-Lab
Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:30.94% (-0.44%)
Analysis last updated: Wednesday, June 18, 2025 at 11:20 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ternium SA GJR-GARCH
paramt-stat
ω0.088910.52
α0.01658.01
β0.9479423.93
γ0.046411.99
Estimation Period:
Feb 1, 2006 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts