Polish Zloty GARCH Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
6.38%
decreased by 0.09%
1 Week
6.46%
decreased by 0.01%
1 Month
6.75%
increased by 0.28%
Analysis last updated: Thursday, July 16, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 1, 1993 to Jul 10, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 98 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0032 | 18.26*** |
α ARCH Response to squared shocks | 0.0531 | 35.47*** |
β GARCH Volatility persistence | 0.9398 | 585.20*** |
Persistence:
0.993
Half-life:
98 days
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