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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6684	2.36**
αARCH	0.0000	0.00
βGARCH	0.9980	225.75***

γ₁	-0.4402	-2.97***
γ₂	0.6073	2.70***
γ₃	-0.1820	-1.37
γ₄	-0.0502	-0.43
γ₅	0.1690	1.18
γ₆	-0.1435	-0.92
γ₇	0.0705	0.50
γ₈	-0.1253	-1.02
γ₉	0.1273	1.05
γ₁₀	-0.0143	-0.15

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6684	2.36**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9980	225.75***

γ₁	-0.4402	-2.97***
γ₂	0.6073	2.70***
γ₃	-0.1820	-1.37
γ₄	-0.0502	-0.43
γ₅	0.1690	1.18
γ₆	-0.1435	-0.92
γ₇	0.0705	0.50
γ₈	-0.1253	-1.02
γ₉	0.1273	1.05
γ₁₀	-0.0143	-0.15

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