BDI Baltic Exchange Dry Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
44.76%
decreased by 0.49%
1 Week
65.72%
increased by 20.47%
1 Month
109.57%
increased by 64.32%
Analysis last updated: Friday, April 3, 2026 at 10:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.7798 | 106.08 | |
| 0.0760 | 13.76 | |
| -0.0341 | -3.76 | |
| 0.0269 | 6.82 | |
| 1.0000 | 81.14 | |
| 0.0000 | 0.01 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
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