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

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:10.96% (-0.19%)

Analysis last updated: Monday, June 30, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6220	5.27
$α$	0.0218	77.68
$β$	0.9973	2,292.68
$ν$	2.6365	83.89

Estimation Period:
Sep 1, 1993 to Jun 27, 2025