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{name} Model Equation

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Param	Value	t-stat
ωconst	0.0034	4.51***
αARCH	0.0662	6.59***
βGARCH	0.9402	157.01***
γleverage	-0.0296	-2.20**

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0034	4.51***
α ARCH Response to squared shocks	0.0662	6.59***
β GARCH Volatility persistence	0.9402	157.01***
γ leverage Additional response to negative shocks	-0.0296	-2.20**

V-Lab

Polish Zloty GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses