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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6783	2.44**
αARCH	0.0000	0.00
βGARCH	0.9981	227.20***

γ₁	-0.4384	-2.90***
γ₂	0.6033	2.65***
γ₃	-0.1760	-1.32
γ₄	-0.0574	-0.49
γ₅	0.1743	1.20
γ₆	-0.1464	-0.93
γ₇	0.0742	0.53
γ₈	-0.1276	-1.03
γ₉	0.1194	0.96
γ₁₀	-0.0009	-0.01

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6783	2.44**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9981	227.20***

γ₁	-0.4384	-2.90***
γ₂	0.6033	2.65***
γ₃	-0.1760	-1.32
γ₄	-0.0574	-0.49
γ₅	0.1743	1.20
γ₆	-0.1464	-0.93
γ₇	0.0742	0.53
γ₈	-0.1276	-1.03
γ₉	0.1194	0.96
γ₁₀	-0.0009	-0.01

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