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

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V-Lab

Polish Zloty GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:12.34% (-0.20%)

Analysis last updated: Friday, September 22, 2023 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6551	5.56
$α$	0.0220	77.19
$β$	0.9974	2525.10
$ν$	3	98.65

Estimation Period:
Sep 1, 1993 to Sep 22, 2023