S&P GSCI Lean Hogs Index GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.65%
increased by 3.01%
1 Week
25.71%
increased by 3.07%
1 Month
25.94%
increased by 3.30%
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 | |
|---|---|---|
| 0.0627 | 21.88 | |
| 0.0726 | 38.65 | |
| 0.9060 | 378.62 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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