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 Monday, November 24th, 2025:7.91% (-0.18%)

Analysis last updated: Sunday, November 23, 2025 at 02:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5997	5.23
$α$	0.0218	78.03
$β$	0.9973	2,251.24
$ν$	2.6539	80.66

Estimation Period:
Sep 1, 1993 to Nov 21, 2025