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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.3882	14.13***
α ARCH Response to squared shocks	0.0258	75.74***
β GARCH Volatility persistence	0.9990	1,899.24***
ν DF Student-t tail thickness	2.4465	351.10***

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CME Lean Hogs GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lean Hogs Analyses