V-Lab
V-Lab
Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:24.33% (-0.73%)

Analysis last updated: Friday, January 27, 2023, 07:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty GJR-GARCH
paramt-stat
ω0.003417.12
α0.068525.58
β0.9382582.34
γ-0.0283-7.88
Estimation Period:
Sep 1, 1993 to Jan 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts