S&P GSCI Lean Hogs Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:23.70% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 17.05 | |
| 0.1322 | 39.76 | |
| 0.9798 | 1,044.51 | |
| -0.0340 | -14.59 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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