Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.44% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 17.71 | |
| 0.0652 | 25.97 | |
| 0.9409 | 628.94 | |
| -0.0282 | -8.41 |
Estimation Period:
Sep 1, 1993 to Feb 6, 2026
Sep 1, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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