Polish Zloty GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
6.41%
decreased by 0.07%
1 Week
6.48%
increased by 0.00%
1 Month
6.77%
increased by 0.29%
Analysis last updated: Friday, June 12, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 17.90 | |
| 0.0664 | 26.30 | |
| 0.9401 | 625.49 | |
| -0.0297 | -8.83 |
Estimation Period:
Sep 1, 1993 to Jun 12, 2026
Sep 1, 1993 to Jun 12, 2026
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