S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:23.61% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 21.76 | |
| 0.0729 | 38.55 | |
| 0.9059 | 377.47 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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