S&P GSCI Lean Hogs Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.54% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 17.19 | |
| 0.0687 | 40.77 | |
| 0.9105 | 423.90 | |
| 0.4283 | 21.30 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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