S&P GSCI Lean Hogs Index AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
24.46%
increased by 1.77%
1 Week
24.57%
increased by 1.88%
1 Month
24.96%
increased by 2.27%
Analysis last updated: Friday, June 5, 2026 at 11:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0484 | 17.42 | |
| 0.0685 | 40.80 | |
| 0.9107 | 425.17 | |
| 0.4248 | 21.16 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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