S&P GSCI Lean Hogs Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
25.15%
increased by 2.65%
1 Week
25.21%
increased by 2.71%
1 Month
25.44%
increased by 2.94%
Analysis last updated: Friday, June 5, 2026 at 11:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.9553 | 14.13 | |
| 0.0594 | 33.10 | |
| 0.9855 | 651.81 | |
| 10.2743 | 3.92 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other GAS-GARCH Student T Analyses on Commodities