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S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:26.92% (+2.03%)
Analysis last updated: Sunday, November 23, 2025 at 01:47 PM UTC
Date Range:

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to

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1Y ·

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graph of S&P GSCI Lean Hogs Index MF2-GARCH
paramt-stat
m86
α0.051623.71
β0.8630188.85
γ0.048417.49
λ10.01117.49
λ20.02627.66
λ30.9700256.33
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts