S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
24.08%
increased by 0.68%
1 Week
24.17%
increased by 0.77%
1 Month
24.53%
increased by 1.13%
Analysis last updated: Tuesday, June 2, 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 | |
|---|---|---|
| 2.9540 | 14.16 | |
| 0.0594 | 33.13 | |
| 0.9855 | 651.80 | |
| 10.2774 | 3.92 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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