S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
24.61%
decreased by 0.32%
1 Week
24.54%
decreased by 0.39%
1 Month
24.41%
decreased by 0.52%
Analysis last updated: Friday, May 15, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0521 | 23.90 | |
| 0.8605 | 185.17 | |
| 0.0485 | 17.48 | |
| 0.0117 | 7.24 | |
| 0.0275 | 7.58 | |
| 0.9684 | 240.18 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other S&P GSCI Lean Hogs Index Analyses
Other MF2-GARCH Analyses on Commodities