CME Lean Hogs MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
32.33%
decreased by 0.04%
1 Week
32.36%
decreased by 0.01%
1 Month
32.49%
increased by 0.12%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0061 | 9.96 | |
| 0.9949 | 1,465.19 | |
| -0.0061 | -8.03 | |
| 6.0796 | 20.71 |
Estimation Period:
Dec 15, 2000 to Jun 5, 2026
Dec 15, 2000 to Jun 5, 2026
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