S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
21.43%
decreased by 0.25%
1 Week
21.65%
decreased by 0.03%
1 Month
22.42%
increased by 0.74%
Analysis last updated: Tuesday, May 12, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0509 | 18.54 | |
| 0.0405 | 20.25 | |
| 0.9190 | 445.28 | |
| 0.0460 | 9.29 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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