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

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V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, February 5th, 2025:11.48% (-0.01%)

Analysis last updated: Tuesday, February 4, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6140	5.26
$α$	0.0222	77.52
$β$	0.9973	2261.43
$ν$	3	81.38

Estimation Period:
Sep 1, 1993 to Jan 31, 2025