BDI Baltic Exchange Dry Index AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, April 3rd, 2026
1 Day
23.51%
decreased by 1.16%
1 Week
26.68%
increased by 2.01%
1 Month
46.92%
increased by 22.25%
Analysis last updated: Friday, April 3, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 23.68 | |
| 0.4932 | 60.58 | |
| 0.6225 | 126.19 | |
| -0.0290 | -5.46 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
Other BDI Baltic Exchange Dry Index Analyses
Other AGARCH Analyses on Commodities