S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.51% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 18.44 | |
| 0.0404 | 20.15 | |
| 0.9190 | 444.82 | |
| 0.0463 | 9.29 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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