Polish Zloty GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 7th, 2026
1 Day
7.04%
decreased by 0.15%
1 Week
7.10%
decreased by 0.09%
1 Month
7.33%
increased by 0.14%
Analysis last updated: Monday, July 6, 2026 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 17.98 | |
| 0.0663 | 26.31 | |
| 0.9401 | 625.05 | |
| -0.0295 | -8.77 |
Estimation Period:
Sep 1, 1993 to Jul 3, 2026
Sep 1, 1993 to Jul 3, 2026
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