CME Lean Hogs APARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
31.38%
increased by 0.28%
1 Week
31.56%
increased by 0.46%
1 Month
32.29%
increased by 1.19%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0089 | 13.87 | |
| 0.0084 | 8.68 | |
| 0.9907 | 981.87 | |
| 1.0000 | 321.02 | |
| 0.6099 | 8.00 |
Estimation Period:
Dec 15, 2000 to Jun 5, 2026
Dec 15, 2000 to Jun 5, 2026
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