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

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:10.50% (-0.06%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6241	5.24
$α$	0.0220	77.68
$β$	0.9973	2,241.08
$ν$	2.6290	84.28

Estimation Period:
Sep 1, 1993 to May 9, 2025