S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:21.42% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9653 | 14.12 | |
| 0.0600 | 33.30 | |
| 0.9856 | 651.83 | |
| 10.3159 | 3.93 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
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