BDI Baltic Exchange Dry Index MF2-GARCH Volatility Analysis
Volatility prediction for Friday, April 24th, 2026
1 Day
37.05%
decreased by 4.24%
1 Week
60.72%
increased by 19.43%
1 Month
103.15%
increased by 61.86%
Analysis last updated: Saturday, April 25, 2026 at 02:30 AM 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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