S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
21.41%
decreased by 0.41%
1 Week
21.68%
decreased by 0.14%
1 Month
22.61%
increased by 0.79%
Analysis last updated: Tuesday, March 31, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 21.85 | |
| 0.0729 | 38.64 | |
| 0.9057 | 377.39 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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