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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.2372	8.78***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.0000	0.00

γ₁	-0.6638	-6.40***
γ₂	0.8346	4.85***
γ₃	-0.1881	-1.46
γ₄	-0.0553	-0.46
γ₅	0.1806	1.22
γ₆	-0.1510	-0.95
γ₇	0.0817	0.60
γ₈	-0.1324	-1.15
γ₉	0.1057	0.94
γ₁₀	0.0221	0.25

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