V-Lab: Polish Zloty GAS-GARCH Student T Volatility Analysis

V-Lab

| |

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:12.16% (+0.29%)

Analysis last updated: Wednesday, April 24, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6458	5.40
$α$	0.0221	77.67
$β$	0.9973	2374.64
$ν$	3	91.92

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