S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 7th, 2026:20.98% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0517 | 23.67 | |
| 0.8619 | 187.16 | |
| 0.0487 | 17.53 | |
| 0.0116 | 7.35 | |
| 0.0275 | 7.63 | |
| 0.9684 | 242.04 |
Estimation Period:
Jan 2, 1990 to Jan 2, 2026
Jan 2, 1990 to Jan 2, 2026
News Impact Curve
Volatility Forecasts
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