Polish Zloty EGARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:7.59% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 9.98 | |
| 0.1174 | 35.88 | |
| 0.9925 | 1,747.41 | |
| 0.0208 | 8.23 |
Estimation Period:
Sep 1, 1993 to Oct 18, 2025
Sep 1, 1993 to Oct 18, 2025
News Impact Curve
Volatility Forecasts
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