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

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:10.26% (+0.35%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6139	5.23
$α$	0.0219	77.57
$β$	0.9973	2,246.15
$ν$	2.6420	82.02

Estimation Period:
Sep 1, 1993 to Jul 25, 2025