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 4th, 2026
1 Day
6.66%
decreased by 4.39%
1 Week
4.62%
decreased by 6.43%
1 Month
2.80%
decreased by 8.25%
Analysis last updated: Friday, May 1, 2026 at 07:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7491 | 7,490,520.00 | |
| 0.0009 | 9,480.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.1143 | 1,143,140.00 | |
| 0.0616 | 615,670.00 | |
| 0.5685 | 5,685,440.00 |
Estimation Period:
Jun 15, 1993 to May 1, 2026
Jun 15, 1993 to May 1, 2026
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