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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CME Lean Hogs SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.23328.79
α0.00000.00
β0.00000.00
γ1-0.6829-6.49
γ20.85764.91
γ3-0.1865-1.42
γ4-0.0727-0.58
γ50.20491.32
γ6-0.1776-1.09
γ70.11750.84
γ8-0.1858-1.57
γ90.19411.59
γ10-0.1710-1.00
Estimation Period:
Dec 15, 2000 to Jun 5, 2026