V-Lab: Ternium SA MF2-GARCH Volatility Analysis

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Ternium SA MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:30.24% (-0.97%)

Analysis last updated: Tuesday, November 11, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	46
$α$	0.0352	7.07
$β$	0.7716	43.12
$γ$	0.0833	11.96
$λ_{1}$	0.0979	1.23
$λ_{2}$	0.0505	2.13
$λ_{3}$	0.9356	27.99

Estimation Period:
Feb 1, 2006 to Nov 7, 2025

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