CME Lean Hogs EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 16th, 2026
1 Day
32.77%
decreased by 4.81%
1 Week
35.12%
decreased by 2.46%
1 Month
35.66%
decreased by 1.92%
Analysis last updated: Tuesday, June 16, 2026 at 03:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3773 | 8.03 | |
| -0.1120 | -6.79 | |
| 0.1539 | 1.50 | |
| -0.0441 | -2.83 |
Estimation Period:
Dec 15, 2000 to Jun 12, 2026
Dec 15, 2000 to Jun 12, 2026
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