S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:25.71% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9801 | 14.07 | |
| 0.0601 | 33.22 | |
| 0.9856 | 650.97 | |
| 10.3137 | 3.93 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
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