S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:23.58% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0525 | 23.92 | |
| 0.8599 | 184.56 | |
| 0.0484 | 17.41 | |
| 0.0118 | 7.25 | |
| 0.0276 | 7.59 | |
| 0.9683 | 239.73 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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