Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:4.92% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 17.45 | |
| 0.0650 | 26.03 | |
| 0.9414 | 633.51 | |
| -0.0285 | -8.53 |
Estimation Period:
Sep 1, 1993 to Jan 9, 2026
Sep 1, 1993 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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