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S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:21.69% (+2.17%)
Analysis last updated: Friday, November 7, 2025 at 12:11 AM UTC
Date Range:

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graph of S&P GSCI Lean Hogs Index MF2-GARCH
paramt-stat
m86
α0.051823.71
β0.8628188.30
γ0.048317.44
λ10.01167.48
λ20.02727.66
λ30.9687245.74
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts