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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7701	5.19***
αARCH	0.7948	27.33***
βGARCH	0.1335	5.33***

γ₁	0.0414	2.23**
γ₂	-0.0533	-1.82*
γ₃	0.0627	2.78***
γ₄	-0.0967	-4.96***
γ₅	0.0597	3.67***
γ₆	-0.0171	-1.18
γ₇	-0.0054	-0.53

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7701	5.19***
α ARCH Response to squared shocks	0.7948	27.33***
β GARCH Volatility persistence	0.1335	5.33***

γ₁	0.0414	2.23**
γ₂	-0.0533	-1.82*
γ₃	0.0627	2.78***
γ₄	-0.0967	-4.96***
γ₅	0.0597	3.67***
γ₆	-0.0171	-1.18
γ₇	-0.0054	-0.53

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