S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:27.68% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 18.45 | |
| 0.0413 | 20.24 | |
| 0.9184 | 440.91 | |
| 0.0457 | 9.12 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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