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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7754	5.26***
αARCH	0.7944	27.24***
βGARCH	0.1327	5.28***

γ₁	0.0432	2.33**
γ₂	-0.0557	-1.90*
γ₃	0.0637	2.82***
γ₄	-0.0972	-4.99***
γ₅	0.0595	3.66***
γ₆	-0.0163	-1.13
γ₇	-0.0060	-0.60

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7754	5.26***
α ARCH Response to squared shocks	0.7944	27.24***
β GARCH Volatility persistence	0.1327	5.28***

γ₁	0.0432	2.33**
γ₂	-0.0557	-1.90*
γ₃	0.0637	2.82***
γ₄	-0.0972	-4.99***
γ₅	0.0595	3.66***
γ₆	-0.0163	-1.13
γ₇	-0.0060	-0.60

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