S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
18.76%
decreased by 0.61%
1 Week
19.05%
decreased by 0.32%
1 Month
20.08%
increased by 0.71%
Analysis last updated: Saturday, June 27, 2026 at 12:21 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9431 | 14.09 | |
| 0.0594 | 33.10 | |
| 0.9855 | 649.65 | |
| 10.2325 | 3.94 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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