V-Lab: Polish Zloty APARCH Volatility Analysis

V-Lab

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V-Lab

Polish Zloty APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:10.32% (+0.02%)

Analysis last updated: Thursday, April 25, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	16.62
$α$	0.0541	30.93
$β$	0.9409	578.68
$γ$	-0.1424	-11.48
$δ$	1.8588	35.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts