S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.18% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 18.48 | |
| 0.0407 | 20.17 | |
| 0.9188 | 443.43 | |
| 0.0461 | 9.24 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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