Polish Zloty GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:9.57% (-0.21%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.6093 | 5.23 | |
0.0217 | 77.76 | |
0.9973 | 2,256.34 | |
2.6449 | 81.43 |
Estimation Period:
Sep 1, 1993 to Oct 10, 2025
Sep 1, 1993 to Oct 10, 2025
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