Ternium SA GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:28.87% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0830 | 10.44 | |
| 0.0159 | 7.90 | |
| 0.9496 | 439.65 | |
| 0.0454 | 12.13 |
Estimation Period:
Feb 1, 2006 to Dec 5, 2025
Feb 1, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts