V-Lab: Polish Zloty GJR-GARCH Volatility Analysis

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Polish Zloty GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:5.45% (-0.04%)

Analysis last updated: Friday, December 5, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0033	17.58
$α$	0.0649	25.89
$β$	0.9410	624.81
$γ$	-0.0283	-8.41

Estimation Period:
Sep 1, 1993 to Dec 5, 2025

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