V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 6th, 2025:6.25% (-0.04%)

Analysis last updated: Wednesday, November 5, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.75
$α$	0.0650	25.85
$β$	0.9407	621.31
$γ$	-0.0282	-8.35

Estimation Period:
Sep 1, 1993 to Oct 31, 2025

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Volatility Forecasts