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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 33.78 | |
| 0.3216 | 36.75 | |
| 0.6831 | 135.83 | |
| -0.0094 | -1.18 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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