BDI Baltic Exchange Dry Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
27.61%
increased by 3.75%
1 Week
27.95%
increased by 4.09%
1 Month
29.22%
increased by 5.36%
Analysis last updated: Friday, April 3, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 22.2641 | 9.74 | |
| 0.3542 | 109.68 | |
| 0.9981 | 5,144.78 | |
| 8.1347 | 23.86 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
Other BDI Baltic Exchange Dry Index Analyses
Other GAS-GARCH Student T Analyses on Commodities