V-Lab: Polish Zloty GAS-GARCH Student T Volatility Analysis

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, October 6th, 2025:9.64% (-0.22%)

Analysis last updated: Friday, October 3, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6101	5.24
$α$	0.0217	77.78
$β$	0.9973	2,256.33
$ν$	2.6425	81.87

Estimation Period:
Sep 1, 1993 to Oct 3, 2025