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V-Lab

CME Lean Hogs Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 8th, 2026

1 Day

30.63%

unchanged at 0.00%

1 Week

30.63%

unchanged at 0.00%

1 Month

30.63%

unchanged at 0.00%

Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CME Lean Hogs S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.67912.48
α0.00000.00
β0.9982227.63
γ1-0.4520-2.80
γ20.61322.56
γ3-0.1591-1.16
γ4-0.0846-0.68
γ50.19681.28
γ6-0.1618-0.99
γ70.09490.66
γ8-0.1500-1.21
γ90.12190.97
γ100.01030.10
Estimation Period:
Dec 15, 2000 to Jun 5, 2026