S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.32% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 18.44 | |
| 0.0405 | 20.14 | |
| 0.9189 | 444.35 | |
| 0.0464 | 9.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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