V-Lab: Polish Zloty APARCH Volatility Analysis

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V-Lab

Polish Zloty APARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:6.29% (-0.04%)

Analysis last updated: Wednesday, November 5, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0036	17.04
$α$	0.0520	31.25
$β$	0.9419	596.91
$γ$	-0.1478	-11.91
$δ$	1.8842	36.94

Estimation Period:
Sep 1, 1993 to Oct 31, 2025

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