V-Lab
V-Lab
Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:8.93% (-0.21%)

Analysis last updated: Thursday, June 1, 2023 at 07:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty GJR-GARCH
paramt-stat
ω0.003617.91
α0.069025.76
β0.9371584.61
γ-0.0288-7.99
Estimation Period:
Sep 1, 1993 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts