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S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:28.80% (+3.54%)
Analysis last updated: Friday, November 14, 2025 at 12:48 AM UTC
Date Range:

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graph of S&P GSCI Lean Hogs Index MF2-GARCH
paramt-stat
m86
α0.051823.74
β0.8627188.20
γ0.048217.43
λ10.01167.47
λ20.02737.65
λ30.9686244.73
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts