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

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Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, October 14th, 2025:9.57% (-0.21%)

Analysis last updated: Monday, October 13, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6093	5.23
$α$	0.0217	77.76
$β$	0.9973	2,256.34
$ν$	2.6449	81.43

Estimation Period:
Sep 1, 1993 to Oct 10, 2025