S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
19.39%
decreased by 0.24%
1 Week
19.97%
increased by 0.34%
1 Month
21.48%
increased by 1.85%
Analysis last updated: Thursday, April 23, 2026 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0520 | 23.84 | |
| 0.8606 | 184.95 | |
| 0.0484 | 17.45 | |
| 0.0117 | 7.23 | |
| 0.0276 | 7.58 | |
| 0.9683 | 239.25 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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