S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
20.95%
decreased by 0.36%
1 Week
21.16%
decreased by 0.15%
1 Month
21.90%
increased by 0.59%
Analysis last updated: Tuesday, March 31, 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 | |
|---|---|---|
| 2.9583 | 14.14 | |
| 0.0597 | 33.20 | |
| 0.9855 | 650.94 | |
| 10.3000 | 3.91 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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