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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, May 15th, 2026

1 Day

39.03%

decreased by 8.01%

1 Week

39.24%

decreased by 7.80%

1 Month

40.10%

decreased by 6.94%

Analysis last updated: Friday, May 15, 2026 at 11:01 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