Polish Zloty GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:7.00% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 17.81 | |
| 0.0654 | 25.98 | |
| 0.9407 | 625.89 | |
| -0.0283 | -8.42 |
Estimation Period:
Sep 1, 1993 to Jan 30, 2026
Sep 1, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Polish Zloty Analyses
Other GJR-GARCH Analyses on Currencies