S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
23.59%
increased by 0.01%
1 Week
23.72%
increased by 0.14%
1 Month
24.18%
increased by 0.60%
Analysis last updated: Tuesday, June 2, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0512 | 18.60 | |
| 0.0404 | 20.34 | |
| 0.9190 | 445.02 | |
| 0.0460 | 9.33 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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