V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

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Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:1.28% (-1.89%)

Analysis last updated: Friday, November 14, 2025 at 07:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6618	6,617,560.00
$β$	0.0882	882,440.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0570	8.45
$λ_{2}$	0.8823	12.02
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Nov 14, 2025

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