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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6781	2.44**
αARCH	0.0000	0.00
βGARCH	0.9981	227.67***

γ₁	-0.4400	-2.89***
γ₂	0.6044	2.64***
γ₃	-0.1739	-1.30
γ₄	-0.0609	-0.51
γ₅	0.1773	1.21
γ₆	-0.1486	-0.94
γ₇	0.0773	0.55
γ₈	-0.1316	-1.06
γ₉	0.1225	0.99
γ₁₀	-0.0027	-0.03

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6781	2.44**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9981	227.67***

γ₁	-0.4400	-2.89***
γ₂	0.6044	2.64***
γ₃	-0.1739	-1.30
γ₄	-0.0609	-0.51
γ₅	0.1773	1.21
γ₆	-0.1486	-0.94
γ₇	0.0773	0.55
γ₈	-0.1316	-1.06
γ₉	0.1225	0.99
γ₁₀	-0.0027	-0.03

V-Lab

CME Lean Hogs Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CME Lean Hogs Analyses