S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:21.36% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0513 | 23.61 | |
| 0.8638 | 189.60 | |
| 0.0483 | 17.51 | |
| 0.0112 | 7.54 | |
| 0.0265 | 7.68 | |
| 0.9695 | 253.34 |
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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