S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
20.50%
decreased by 0.20%
1 Week
20.93%
increased by 0.23%
1 Month
22.09%
increased by 1.39%
Analysis last updated: Tuesday, March 31, 2026 at 11:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0522 | 23.88 | |
| 0.8603 | 184.94 | |
| 0.0485 | 17.47 | |
| 0.0117 | 7.25 | |
| 0.0276 | 7.59 | |
| 0.9683 | 240.04 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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