Polish Zloty AGARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:6.71% (+0.14%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.0029 | 14.89 | |
0.0526 | 36.12 | |
0.9397 | 596.99 | |
-0.0924 | -9.77 |
Estimation Period:
Sep 1, 1993 to Oct 18, 2025
Sep 1, 1993 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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