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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5885	1.24
αARCH	0.0226	19.75***
βGARCH	0.9971	505.91***
νDF	2.6706	18.23***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5885	1.24
α ARCH Response to squared shocks	0.0226	19.75***
β GARCH Volatility persistence	0.9971	505.91***
ν DF Student-t tail thickness	2.6706	18.23***

V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses