CME Lean Hogs GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
33.37%
decreased by 0.04%
1 Week
33.40%
decreased by 0.01%
1 Month
33.49%
increased by 0.08%
Analysis last updated: Tuesday, June 9, 2026 at 02:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 8.16 | |
| 0.0030 | 7.04 | |
| 0.9940 | 1,479.17 |
Estimation Period:
Dec 15, 2000 to Jun 5, 2026
Dec 15, 2000 to Jun 5, 2026
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