BDI Baltic Exchange Dry Index EGARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
28.30%
increased by 3.10%
1 Week
27.94%
increased by 2.74%
1 Month
26.97%
increased by 1.77%
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 | |
|---|---|---|
| 0.0563 | 22.23 | |
| 0.7297 | 102.50 | |
| 0.9393 | 676.74 | |
| 0.0053 | 1.65 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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