S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:23.36% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9795 | 14.08 | |
| 0.0600 | 33.29 | |
| 0.9857 | 656.69 | |
| 10.3599 | 3.92 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
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