Polish Zloty AGARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:5.10% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 14.55 | |
| 0.0525 | 36.16 | |
| 0.9401 | 603.02 | |
| -0.0930 | -9.88 |
Estimation Period:
Sep 1, 1993 to Dec 19, 2025
Sep 1, 1993 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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