CME Lean Hogs MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
32.30%
decreased by 0.02%
1 Week
32.32%
increased by 0.00%
1 Month
32.40%
increased by 0.08%
Analysis last updated: Saturday, June 27, 2026 at 04:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0045 | 3.78 | |
| 0.9951 | 286.61 | |
| -0.0045 | -1.77 | |
| 0.0077 | 0.24 | |
| 0.0009 | 0.16 | |
| 0.9977 | 92.97 |
Estimation Period:
Dec 15, 2000 to Jun 26, 2026
Dec 15, 2000 to Jun 26, 2026
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