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

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:10.29% (+0.03%)

Analysis last updated: Tuesday, July 8, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6195	5.26
$α$	0.0218	77.66
$β$	0.9973	2,276.95
$ν$	2.6373	83.38

Estimation Period:
Sep 1, 1993 to Jul 4, 2025