V-Lab: Polish Zloty APARCH Volatility Analysis

V-Lab

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V-Lab

Polish Zloty APARCH Volatility Analysis

Volatility Prediction for Wednesday, February 19th, 2025:8.47% (-0.07%)

Analysis last updated: Tuesday, February 18, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	16.87
$α$	0.0530	31.22
$β$	0.9414	587.25
$γ$	-0.1456	-11.76
$δ$	1.8731	36.48

Estimation Period:
Sep 1, 1993 to Feb 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts