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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, June 26th, 2026

1 Day

23.07%

increased by 1.74%

1 Week

23.44%

increased by 2.11%

1 Month

24.85%

increased by 3.52%

Analysis last updated: Friday, June 26, 2026 at 11:13 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