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

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, April 25th, 2025:12.60% (+0.04%)

Analysis last updated: Thursday, April 24, 2025 at 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6242	5.28
$α$	0.0220	77.81
$β$	0.9973	2,292.66
$ν$	2.6390	84.05

Estimation Period:
Sep 1, 1993 to Apr 18, 2025