V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:5.90% (+0.16%)

Analysis last updated: Friday, November 14, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0034	17.62
$α$	0.0650	25.86
$β$	0.9407	621.77
$γ$	-0.0281	-8.33

Estimation Period:
Sep 1, 1993 to Nov 14, 2025

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Volatility Forecasts