Polish Zloty EGARCH Volatility Analysis
Volatility prediction for Friday, May 22nd, 2026
1 Day
7.88%
decreased by 0.05%
1 Week
8.01%
increased by 0.08%
1 Month
8.55%
increased by 0.62%
Analysis last updated: Thursday, May 21, 2026 at 07:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 9.79 | |
| 0.1197 | 36.80 | |
| 0.9923 | 1,722.81 | |
| 0.0218 | 8.71 |
Estimation Period:
Sep 1, 1993 to May 15, 2026
Sep 1, 1993 to May 15, 2026
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