Ternium SA GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
37.85%
decreased by 0.08%
1 Week
37.96%
increased by 0.03%
1 Month
38.37%
increased by 0.44%
Analysis last updated: Tuesday, June 16, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 11.11 | |
| 0.0172 | 8.62 | |
| 0.9488 | 438.64 | |
| 0.0437 | 11.62 |
Estimation Period:
Feb 1, 2006 to Jun 12, 2026
Feb 1, 2006 to Jun 12, 2026
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