V-Lab: Ternium SA MF2-GARCH Volatility Analysis

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Ternium SA MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:28.04% (-0.22%)

Analysis last updated: Saturday, December 6, 2025 at 01:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0351	7.08
$β$	0.7717	43.40
$γ$	0.0836	12.08
$λ_{1}$	0.0947	1.23
$λ_{2}$	0.0502	2.16
$λ_{3}$	0.9362	28.71

Estimation Period:
Feb 1, 2006 to Dec 5, 2025

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Volatility Forecasts