BDI Baltic Exchange Dry Index Spline-GARCH Volatility Analysis
Volatility prediction for Friday, April 3rd, 2026
1 Day
49.22%
increased by 0.68%
1 Week
69.96%
increased by 21.42%
1 Month
106.84%
increased by 58.30%
Analysis last updated: Friday, April 3, 2026 at 10:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8407 | 4.99 | |
| 0.7974 | 26.99 | |
| 0.1361 | 5.29 | |
| 0.0540 | 2.68 | |
| -0.0753 | -2.40 | |
| 0.0781 | 3.45 | |
| -0.0950 | -5.15 | |
| 0.0324 | 2.13 | |
| 0.0299 | 1.89 | |
| -0.0760 | -3.22 |
Estimation Period:
Jan 1, 1990 to Apr 4, 2025
Jan 1, 1990 to Apr 4, 2025
Other BDI Baltic Exchange Dry Index Analyses
Other Spline-GARCH Analyses on Commodities