S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.26% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9608 | 14.11 | |
| 0.0598 | 33.24 | |
| 0.9856 | 651.84 | |
| 10.3104 | 3.92 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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