V-Lab
V-Lab
Polish Zloty EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 23rd, 2024:10.84% (-0.33%)

Analysis last updated: Monday, April 22, 2024 at 07:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty EGARCH
paramt-stat
ω0.006510.51
α0.121435.64
β0.99231704.95
γ0.02067.89
Estimation Period:
Sep 1, 1993 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts