CME Lean Hogs Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
30.63%
unchanged at 0.00%
1 Week
30.63%
unchanged at 0.00%
1 Month
30.63%
unchanged at 0.00%
Analysis last updated: Saturday, June 6, 2026 at 04:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6791 | 2.48 | |
| 0.0000 | 0.00 | |
| 0.9982 | 227.63 | |
| -0.4520 | -2.80 | |
| 0.6132 | 2.56 | |
| -0.1591 | -1.16 | |
| -0.0846 | -0.68 | |
| 0.1968 | 1.28 | |
| -0.1618 | -0.99 | |
| 0.0949 | 0.66 | |
| -0.1500 | -1.21 | |
| 0.1219 | 0.97 | |
| 0.0103 | 0.10 |
Estimation Period:
Dec 15, 2000 to Jun 5, 2026
Dec 15, 2000 to Jun 5, 2026
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