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V-Lab

BDI Baltic Exchange Dry Index APARCH 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

24.01%

increased by 2.46%

1 Week

24.36%

increased by 2.81%

1 Month

25.72%

increased by 4.17%

Analysis last updated: Friday, April 3, 2026 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of BDI Baltic Exchange Dry Index APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.033727.59
α0.316946.91
β0.6831110.86
γ-0.0080-1.79
δ1.999847.58
Estimation Period:
Jan 1, 1990 to Apr 4, 2025