CME Lean Hogs Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.61%
unchanged at 0.00%
1 Week
24.61%
unchanged at 0.00%
1 Month
24.61%
unchanged at 0.00%
Analysis last updated: Saturday, June 6, 2026 at 04:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2332 | 8.79 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| -0.6829 | -6.49 | |
| 0.8576 | 4.91 | |
| -0.1865 | -1.42 | |
| -0.0727 | -0.58 | |
| 0.2049 | 1.32 | |
| -0.1776 | -1.09 | |
| 0.1175 | 0.84 | |
| -0.1858 | -1.57 | |
| 0.1941 | 1.59 | |
| -0.1710 | -1.00 |
Estimation Period:
Dec 15, 2000 to Jun 5, 2026
Dec 15, 2000 to Jun 5, 2026
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