S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
22.32%
decreased by 0.43%
1 Week
22.48%
decreased by 0.27%
1 Month
23.03%
increased by 0.28%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 2.9498 | 14.18 | |
| 0.0595 | 33.22 | |
| 0.9856 | 653.12 | |
| 10.2897 | 3.93 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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