S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:19.42% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 18.43 | |
| 0.0413 | 20.22 | |
| 0.9184 | 440.70 | |
| 0.0457 | 9.11 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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