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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0165	1.66*
α ARCH Response to squared shocks	0.0070	1.91*
β GARCH Volatility persistence	0.9937	309.09***
γ leverage Additional response to negative shocks	-0.0070	-1.87*

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CME Lean Hogs GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lean Hogs Analyses