S&P GSCI Lean Hogs Index GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
19.93%
decreased by 0.52%
1 Week
20.22%
decreased by 0.23%
1 Month
21.21%
increased by 0.76%
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 | |
|---|---|---|
| 0.0511 | 18.61 | |
| 0.0406 | 20.38 | |
| 0.9190 | 445.01 | |
| 0.0457 | 9.26 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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