V-Lab: Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:11.08% (-0.06%)

Analysis last updated: Friday, April 26, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7202	6.10
$α$	0.0629	7.29
$β$	0.9052	75.24
$γ_{1}$	0.0436	1.00
$γ_{2}$	-0.0729	-1.09
$γ_{3}$	0.0450	0.99
$γ_{4}$	-0.0313	-0.71
$γ_{5}$	0.0562	1.25
$γ_{6}$	-0.1472	-3.90
$γ_{7}$	0.2176	6.73
$γ_{8}$	-0.1768	-5.55
$γ_{9}$	0.1215	3.63
$γ_{10}$	-0.0853	-3.36

Estimation Period:
Sep 1, 1993 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts