S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
22.84%
decreased by 0.85%
1 Week
22.98%
decreased by 0.71%
1 Month
23.48%
decreased by 0.21%
Analysis last updated: Wednesday, May 20, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9578 | 14.18 | |
| 0.0597 | 33.13 | |
| 0.9855 | 650.90 | |
| 10.2802 | 3.93 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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