S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:23.97% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 18.47 | |
| 0.0404 | 20.14 | |
| 0.9190 | 444.84 | |
| 0.0463 | 9.30 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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