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

V-Lab

|

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 30th, 2023:13.88% (-0.11%)

Analysis last updated: Friday, January 27, 2023, 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6727	5.55
$α$	0.0225	77.42
$β$	0.9974	2487.19
$ν$	3	101.74

Estimation Period:
Sep 1, 1993 to Jan 27, 2023