S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.76% (+2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0515 | 23.68 | |
| 0.8619 | 187.50 | |
| 0.0490 | 17.69 | |
| 0.0115 | 7.36 | |
| 0.0273 | 7.64 | |
| 0.9687 | 244.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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