Polish Zloty GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
6.67%
decreased by 0.13%
1 Week
6.74%
decreased by 0.06%
1 Month
7.00%
increased by 0.20%
Analysis last updated: Sunday, May 24, 2026 at 01:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 17.99 | |
| 0.0665 | 26.32 | |
| 0.9400 | 625.02 | |
| -0.0298 | -8.86 |
Estimation Period:
Sep 1, 1993 to May 22, 2026
Sep 1, 1993 to May 22, 2026
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