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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8247	5.08***
α ARCH Response to squared shocks	0.7976	27.05***
β GARCH Volatility persistence	0.1336	5.23***

γ₁	0.0520	2.58***
γ₂	-0.0714	-2.27**
γ₃	0.0750	3.31***
γ₄	-0.0947	-5.12***
γ₅	0.0379	2.51**
γ₆	0.0130	0.92
γ₇	-0.0281	-2.83***

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