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S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:20.64% (-0.17%)
Analysis last updated: Tuesday, December 16, 2025 at 12:03 AM UTC
Date Range:

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graph of S&P GSCI Lean Hogs Index MF2-GARCH
paramt-stat
m86
α0.051623.67
β0.8622187.68
γ0.048617.53
λ10.01147.40
λ20.02707.65
λ30.9690247.77
Estimation Period:
Jan 2, 1990 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts