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	param	t-stat
$ω$	0.8247	5.08
$α$	0.7976	27.05
$β$	0.1336	5.23
$γ_{1}$	0.0520	2.58
$γ_{2}$	-0.0714	-2.27
$γ_{3}$	0.0750	3.31
$γ_{4}$	-0.0947	-5.12
$γ_{5}$	0.0379	2.51
$γ_{6}$	0.0130	0.92
$γ_{7}$	-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