V-Lab: Ternium SA MF2-GARCH Volatility Analysis

V-Lab

Ternium SA MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:29.67% (-0.49%)

Analysis last updated: Wednesday, June 18, 2025 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0360	6.94
$β$	0.7661	40.91
$γ$	0.0870	12.16
$λ_{1}$	0.0874	1.25
$λ_{2}$	0.0441	2.19
$λ_{3}$	0.9437	33.43

Estimation Period:
Feb 1, 2006 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts