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{name} Model Equation

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Param	Value	t-stat
ωconst	1.0614	3.62***
αARCH	0.8257	29.57***
βGARCH	0.1365	5.63***

γ₁	0.0435	2.30**
γ₂	-0.0567	-1.89*
γ₃	0.0651	2.83***
γ₄	-0.0988	-4.97***
γ₅	0.0621	3.71***
γ₆	-0.0204	-1.38
γ₇	-0.0024	-0.24

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0614	3.62***
α ARCH Response to squared shocks	0.8257	29.57***
β GARCH Volatility persistence	0.1365	5.63***

γ₁	0.0435	2.30**
γ₂	-0.0567	-1.89*
γ₃	0.0651	2.83***
γ₄	-0.0988	-4.97***
γ₅	0.0621	3.71***
γ₆	-0.0204	-1.38
γ₇	-0.0024	-0.24

V-Lab

BDI Baltic Exchange Dry Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BDI Baltic Exchange Dry Index Analyses