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V-Lab
V-Lab
S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:21.36% (-0.63%)
Analysis last updated: Saturday, October 25, 2025 at 12:46 AM UTC
Date Range:

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to

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1Y ·

2Y ·

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10Y ·

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graph of S&P GSCI Lean Hogs Index MF2-GARCH
paramt-stat
m86
α0.051323.61
β0.8638189.60
γ0.048317.51
λ10.01127.54
λ20.02657.68
λ30.9695253.34
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts