V-Lab
V-Lab

Polish Zloty Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 29th, 2024:7.52% (-0.15%)

Analysis last updated: Thursday, March 28, 2024 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty SGARCH
paramt-stat
ω0.70946.20
α0.06247.07
β0.902570.79
γ10.05831.35
γ2-0.1040-1.59
γ30.07891.82
γ4-0.0660-1.58
γ50.09022.15
γ6-0.1795-5.11
γ70.24618.12
γ8-0.2063-6.52
γ90.16794.23
γ10-0.1840-3.39
Estimation Period:
Sep 1, 1993 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts