S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.06% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 18.48 | |
| 0.0405 | 20.16 | |
| 0.9189 | 444.11 | |
| 0.0464 | 9.30 |
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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