S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:25.48% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0514 | 23.66 | |
| 0.8618 | 187.15 | |
| 0.0489 | 17.67 | |
| 0.0116 | 7.33 | |
| 0.0274 | 7.61 | |
| 0.9686 | 242.87 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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