Polish Zloty EGARCH Volatility Analysis
Volatility Prediction for Monday, January 19th, 2026:4.74% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0063 | 10.68 | |
| 0.1184 | 36.17 | |
| 0.9929 | 1,772.98 | |
| 0.0210 | 8.43 |
Estimation Period:
Sep 1, 1993 to Jan 16, 2026
Sep 1, 1993 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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