V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

V-Lab

Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, July 4th, 2025:7.14% (+0.05%)

Analysis last updated: Thursday, July 3, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.74
$α$	0.0651	25.81
$β$	0.9405	619.18
$γ$	-0.0278	-8.23

Estimation Period:
Sep 1, 1993 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts