Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 11th, 2026:10.81% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 17.93 | |
| 0.0663 | 26.12 | |
| 0.9401 | 622.57 | |
| -0.0292 | -8.64 |
Estimation Period:
Sep 1, 1993 to Mar 6, 2026
Sep 1, 1993 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other Polish Zloty Analyses
Other GJR-GARCH Analyses on Currencies