S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:26.94% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9589 | 14.16 | |
| 0.0597 | 33.25 | |
| 0.9856 | 653.57 | |
| 10.3304 | 3.91 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
Other GAS-GARCH Student T Analyses on Commodities