S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:21.59% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0520 | 23.79 | |
| 0.8615 | 186.72 | |
| 0.0483 | 17.39 | |
| 0.0114 | 7.37 | |
| 0.0269 | 7.63 | |
| 0.9691 | 247.78 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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