S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.36% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9698 | 14.11 | |
| 0.0602 | 33.36 | |
| 0.9856 | 655.35 | |
| 10.3500 | 3.94 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
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