V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:7.12% (-0.15%)

Analysis last updated: Sunday, October 12, 2025 at 01:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.79
$α$	0.0651	25.86
$β$	0.9406	620.46
$γ$	-0.0284	-8.39

Estimation Period:
Sep 1, 1993 to Oct 10, 2025

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