S&P GSCI Lean Hogs Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.32% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0237 | 16.86 | |
| 0.1310 | 39.71 | |
| 0.9799 | 1,051.40 | |
| -0.0347 | -14.98 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other S&P GSCI Lean Hogs Index Analyses
Other EGARCH Analyses on Commodities