S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, April 23rd, 2026
1 Day
19.41%
decreased by 0.30%
1 Week
19.72%
increased by 0.01%
1 Month
20.81%
increased by 1.10%
Analysis last updated: Wednesday, April 22, 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 | |
|---|---|---|
| 0.0510 | 18.56 | |
| 0.0405 | 20.21 | |
| 0.9190 | 444.81 | |
| 0.0460 | 9.25 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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