Ternium SA MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, June 15th, 2026
1 Day
37.22%
decreased by 1.02%
1 Week
37.49%
decreased by 0.75%
1 Month
38.57%
increased by 0.33%
Analysis last updated: Saturday, June 13, 2026 at 12:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0407 | 13.98 | |
| 0.1477 | 45.09 | |
| 0.8523 | 321.98 |
Estimation Period:
Feb 1, 2006 to Jun 12, 2026
Feb 1, 2006 to Jun 12, 2026
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