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{name} Model Equation

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Param	Value	t-stat
ωconst	0.6415	2.11**
αARCH	0.0000	0.00
βGARCH	0.9978	200.68***

γ₁	-0.4388	-3.07***
γ₂	0.6038	2.70***
γ₃	-0.1791	-1.33
γ₄	-0.0526	-0.45
γ₅	0.1709	1.18
γ₆	-0.1434	-0.91
γ₇	0.0702	0.50
γ₈	-0.1220	-0.98
γ₉	0.1126	0.90
γ₁₀	0.0049	0.05

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.6415	2.11**
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9978	200.68***

γ₁	-0.4388	-3.07***
γ₂	0.6038	2.70***
γ₃	-0.1791	-1.33
γ₄	-0.0526	-0.45
γ₅	0.1709	1.18
γ₆	-0.1434	-0.91
γ₇	0.0702	0.50
γ₈	-0.1220	-0.98
γ₉	0.1126	0.90
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