Polish Zloty GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 5th, 2026
1 Day
7.14%
decreased by 0.16%
1 Week
7.20%
decreased by 0.10%
1 Month
7.42%
increased by 0.12%
Analysis last updated: Monday, May 4, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 18.00 | |
| 0.0664 | 26.29 | |
| 0.9401 | 625.06 | |
| -0.0297 | -8.84 |
Estimation Period:
Sep 1, 1993 to May 1, 2026
Sep 1, 1993 to May 1, 2026
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