Polish Zloty MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, May 18th, 2026
1 Day
-0.00%
decreased by 4.04%
Analysis last updated: Friday, May 15, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6829 | 6,829,410.00 | |
| 0.0671 | 670,590.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1148 | 13.79 | |
| 0.6705 | 15.25 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to May 15, 2026
Jun 15, 1993 to May 15, 2026
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