V-Lab: Polish Zloty APARCH Volatility Analysis

V-Lab

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V-Lab

Polish Zloty APARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:10.60% (+0.42%)

Analysis last updated: Thursday, April 18, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	16.50
$α$	0.0535	30.77
$β$	0.9416	582.68
$γ$	-0.1409	-11.30
$δ$	1.8610	35.90

Estimation Period:
Sep 1, 1993 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts