S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.40% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0515 | 23.67 | |
| 0.8619 | 187.49 | |
| 0.0490 | 17.69 | |
| 0.0115 | 7.36 | |
| 0.0272 | 7.63 | |
| 0.9688 | 245.32 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lean Hogs Index Analyses
Other MF2-GARCH Analyses on Commodities