V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

V-Lab

Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:9.37% (+0.26%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.77
$α$	0.0655	25.86
$β$	0.9403	617.82
$γ$	-0.0282	-8.32

Estimation Period:
Sep 1, 1993 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts