V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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V-Lab

Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, March 13th, 2025:10.68% (-0.13%)

Analysis last updated: Wednesday, March 12, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	17.93
$α$	0.0662	25.93
$β$	0.9396	609.72
$γ$	-0.0281	-8.20

Estimation Period:
Sep 1, 1993 to Mar 7, 2025

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