BDI Baltic Exchange Dry Index GARCH 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
23.90%
increased by 2.40%
1 Week
24.25%
increased by 2.75%
1 Month
25.62%
increased by 4.12%
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 | |
|---|---|---|
| 0.0338 | 33.47 | |
| 0.3171 | 47.86 | |
| 0.6829 | 135.17 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
Other BDI Baltic Exchange Dry Index Analyses
Other GARCH Analyses on Commodities