V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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V-Lab

Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, October 5th, 2023:9.79% (-0.21%)

Analysis last updated: Wednesday, October 4, 2023 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0035	17.89
$α$	0.0682	25.82
$β$	0.9379	592.13
$γ$	-0.0287	-8.08

Estimation Period:
Sep 1, 1993 to Sep 29, 2023

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Volatility Forecasts

Volatility Forecasts