BDI Baltic Exchange Dry Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
25.53%
increased by 3.81%
1 Week
25.90%
increased by 4.18%
1 Month
27.30%
increased by 5.58%
Analysis last updated: Friday, June 26, 2026 at 11:13 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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