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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6789 | 2.47 | |
| 0.0000 | 0.00 | |
| 0.9981 | 226.65 | |
| -0.4487 | -2.82 | |
| 0.6110 | 2.58 | |
| -0.1635 | -1.20 | |
| -0.0777 | -0.63 | |
| 0.1911 | 1.26 | |
| -0.1576 | -0.97 | |
| 0.0887 | 0.62 | |
| -0.1417 | -1.13 | |
| 0.1148 | 0.90 | |
| 0.0154 | 0.15 |
Estimation Period:
Dec 15, 2000 to Jun 26, 2026
Dec 15, 2000 to Jun 26, 2026
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