S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
20.74%
decreased by 0.58%
1 Week
21.04%
decreased by 0.28%
1 Month
22.08%
increased by 0.76%
Analysis last updated: Friday, May 8, 2026 at 11:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 21.82 | |
| 0.0727 | 38.63 | |
| 0.9059 | 378.11 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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