S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:21.19% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 18.55 | |
| 0.0410 | 20.23 | |
| 0.9185 | 441.81 | |
| 0.0459 | 9.16 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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