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V-Lab

CME Lean Hogs Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, June 29th, 2026

1 Day

30.19%

unchanged at 0.00%

1 Week

30.19%

unchanged at 0.00%

1 Month

30.19%

unchanged at 0.00%

Analysis last updated: Saturday, June 27, 2026 at 04:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CME Lean Hogs S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.67892.47
α0.00000.00
β0.9981226.65
γ1-0.4487-2.82
γ20.61102.58
γ3-0.1635-1.20
γ4-0.0777-0.63
γ50.19111.26
γ6-0.1576-0.97
γ70.08870.62
γ8-0.1417-1.13
γ90.11480.90
γ100.01540.15
Estimation Period:
Dec 15, 2000 to Jun 26, 2026