V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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V-Lab

Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:10.13% (-0.09%)

Analysis last updated: Friday, April 26, 2024 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.71
$α$	0.0663	25.70
$β$	0.9395	603.81
$γ$	-0.0277	-8.02

Estimation Period:
Sep 1, 1993 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts