V-Lab: Polish Zloty Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Polish Zloty Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:10.23% (-0.02%)

Analysis last updated: Wednesday, April 24, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7085	6.13
$α$	0.0626	7.12
$β$	0.9028	71.50
$γ_{1}$	0.0567	1.32
$γ_{2}$	-0.1011	-1.55
$γ_{3}$	0.0761	1.75
$γ_{4}$	-0.0622	-1.49
$γ_{5}$	0.0849	2.00
$γ_{6}$	-0.1736	-4.85
$γ_{7}$	0.2422	7.85
$γ_{8}$	-0.2052	-6.44
$γ_{9}$	0.1687	4.19
$γ_{10}$	-0.1892	-3.35

Estimation Period:
Sep 1, 1993 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts