S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:20.30% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0624 | 21.75 | |
| 0.0729 | 38.54 | |
| 0.9059 | 377.29 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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