S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.45% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9629 | 14.19 | |
| 0.0598 | 33.27 | |
| 0.9856 | 653.56 | |
| 10.3462 | 3.91 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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