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

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:11.47% (+0.33%)

Analysis last updated: Friday, May 30, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6264	5.28
$α$	0.0218	77.73
$β$	0.9973	2,287.41
$ν$	2.6291	85.16

Estimation Period:
Sep 1, 1993 to May 30, 2025