S&P GSCI Lean Hogs Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:20.20% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 16.84 | |
| 0.1307 | 39.69 | |
| 0.9800 | 1,053.72 | |
| -0.0346 | -14.97 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lean Hogs Index Analyses
Other EGARCH Analyses on Commodities