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V-Lab

BDI Baltic Exchange Dry Index GJR-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

24.00%

increased by 2.46%

1 Week

24.35%

increased by 2.81%

1 Month

25.71%

increased by 4.17%

Analysis last updated: Friday, April 3, 2026 at 10:06 PM UTC

Date Range:

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graph of BDI Baltic Exchange Dry Index GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time