S&P GSCI Lean Hogs Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.79% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 17.29 | |
| 0.0688 | 40.75 | |
| 0.9104 | 423.04 | |
| 0.4242 | 21.05 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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