S&P GSCI Lean Hogs Index EGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.78%
increased by 3.21%
1 Week
25.89%
increased by 3.32%
1 Month
26.27%
increased by 3.70%
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 | |
|---|---|---|
| 0.0236 | 16.99 | |
| 0.1300 | 39.70 | |
| 0.9800 | 1,058.28 | |
| -0.0343 | -15.06 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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