V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:5.50% (-0.04%)

Analysis last updated: Thursday, December 4, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.65
$α$	0.0649	25.86
$β$	0.9408	623.07
$γ$	-0.0282	-8.37

Estimation Period:
Sep 1, 1993 to Nov 28, 2025

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Volatility Forecasts

Volatility Forecasts