BDI Baltic Exchange Dry Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, May 15th, 2026
1 Day
35.71%
decreased by 13.80%
1 Week
35.94%
decreased by 13.57%
1 Month
36.84%
decreased by 12.67%
Analysis last updated: Friday, May 15, 2026 at 11:02 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
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