S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:24.28% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 18.35 | |
| 0.0408 | 20.13 | |
| 0.9189 | 442.85 | |
| 0.0461 | 9.18 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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