S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.96% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 21.78 | |
| 0.0728 | 38.57 | |
| 0.9059 | 377.78 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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