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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0059	2.46**
αARCH	0.1200	9.24***
βGARCH	0.9924	433.56***
γleverage	0.0214	2.14**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0059	2.46**
α ARCH Response to squared shocks	0.1200	9.24***
β GARCH Volatility persistence	0.9924	433.56***
γ leverage Additional response to negative shocks	0.0214	2.14**

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Polish Zloty EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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