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

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Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:7.74% (+0.30%)

Analysis last updated: Friday, December 12, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5984	5.23
$α$	0.0219	78.34
$β$	0.9973	2,251.24
$ν$	2.6551	80.77

Estimation Period:
Sep 1, 1993 to Dec 12, 2025