Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:4.85% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 17.51 | |
| 0.0650 | 25.97 | |
| 0.9412 | 630.02 | |
| -0.0285 | -8.51 |
Estimation Period:
Sep 1, 1993 to Dec 26, 2025
Sep 1, 1993 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other Polish Zloty Analyses
Other GJR-GARCH Analyses on Currencies