V-Lab: Polish Zloty APARCH Volatility Analysis

V-Lab

| |

V-Lab

Polish Zloty APARCH Volatility Analysis

Volatility Prediction for Friday, October 4th, 2024:7.45% (+0.13%)

Analysis last updated: Thursday, October 3, 2024 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	16.75
$α$	0.0533	31.01
$β$	0.9410	582.66
$γ$	-0.1461	-11.76
$δ$	1.8742	36.37

Estimation Period:
Sep 1, 1993 to Sep 27, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts