Polish Zloty EGARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:11.75% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0060 | 10.01 | |
| 0.1204 | 36.81 | |
| 0.9923 | 1,722.78 | |
| 0.0217 | 8.63 |
Estimation Period:
Sep 1, 1993 to Mar 20, 2026
Sep 1, 1993 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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