S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.40% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0619 | 21.63 | |
| 0.0731 | 38.51 | |
| 0.9059 | 377.30 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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