S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 1st, 2026:19.66% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 18.43 | |
| 0.0407 | 20.18 | |
| 0.9188 | 442.99 | |
| 0.0461 | 9.23 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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