S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:27.10% (+1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 18.45 | |
| 0.0409 | 20.18 | |
| 0.9187 | 442.54 | |
| 0.0460 | 9.20 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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