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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BDI Baltic Exchange Dry Index SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.84074.99
α0.797426.99
β0.13615.29
γ10.05402.68
γ2-0.0753-2.40
γ30.07813.45
γ4-0.0950-5.15
γ50.03242.13
γ60.02991.89
γ7-0.0760-3.22
Estimation Period:
Jan 1, 1990 to Apr 4, 2025