S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
22.16%
decreased by 0.50%
1 Week
22.35%
decreased by 0.31%
1 Month
23.01%
increased by 0.35%
Analysis last updated: Friday, April 10, 2026 at 11:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 18.61 | |
| 0.0406 | 20.20 | |
| 0.9189 | 444.12 | |
| 0.0460 | 9.22 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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