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V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:5.29% (-0.17%)
Analysis last updated: Sunday, February 15, 2026 at 02:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.68035.46
α0.05897.52
β0.913783.99
γ10.01230.41
γ2-0.0197-0.42
γ3-0.0017-0.05
γ40.04631.89
γ5-0.1192-5.57
γ60.15477.20
γ7-0.1063-4.74
γ80.07132.72
γ9-0.1359-3.30
Estimation Period:
Sep 1, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts