S&P GSCI Lean Hogs Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:23.50% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0492 | 17.52 | |
| 0.0692 | 40.82 | |
| 0.9097 | 420.40 | |
| 0.4213 | 21.01 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lean Hogs Index Analyses
Other AGARCH Analyses on Commodities