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V-Lab
V-Lab
S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:23.99% (-0.85%)
Analysis last updated: Saturday, October 11, 2025 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of S&P GSCI Lean Hogs Index MF2-GARCH
paramt-stat
m86
α0.051023.53
β0.8647191.19
γ0.048517.63
λ10.01097.62
λ20.02597.71
λ30.9703261.47
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts