V-Lab
V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:8.65% (-0.08%)

Analysis last updated: Wednesday, March 27, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.69185.83
α0.06177.16
β0.905774.37
γ10.03810.86
γ2-0.0660-0.98
γ30.04390.97
γ4-0.0334-0.76
γ50.06191.40
γ6-0.1552-4.24
γ70.22387.17
γ8-0.1806-5.76
γ90.12493.73
γ10-0.0875-3.39
Estimation Period:
Sep 1, 1993 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts