S&P GSCI Lean Hogs Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.71% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 16.93 | |
| 0.1310 | 39.69 | |
| 0.9799 | 1,050.22 | |
| -0.0345 | -14.89 |
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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