S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:22.13% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9713 | 14.05 | |
| 0.0599 | 33.21 | |
| 0.9856 | 650.55 | |
| 10.2971 | 3.93 |
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Jan 2, 1990 to Dec 12, 2025
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