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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6471	2.20**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9980	213.65***

γ₁	-0.4519	-3.01***
γ₂	0.6183	2.70***
γ₃	-0.1762	-1.31
γ₄	-0.0616	-0.52
γ₅	0.1793	1.22
γ₆	-0.1502	-0.95
γ₇	0.0798	0.56
γ₈	-0.1352	-1.10
γ₉	0.1257	1.02
γ₁₀	-0.0049	-0.05

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