S&P GSCI Lean Hogs Index MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 29th, 2026
1 Day
19.15%
decreased by 0.45%
1 Week
19.77%
increased by 0.17%
1 Month
21.31%
increased by 1.71%
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 | |
|---|---|---|
| 86 | ||
| 0.0525 | 23.99 | |
| 0.8594 | 183.20 | |
| 0.0479 | 17.25 | |
| 0.0118 | 7.12 | |
| 0.0280 | 7.55 | |
| 0.9678 | 234.56 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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