V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

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V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:1.37% (-0.11%)

Analysis last updated: Sunday, December 29, 2024 at 03:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9999900.00
$β$	0.0024	24320.00
$γ$	-0.0048	-48440.00
$λ_{1}$	0.2398	23.52
$λ_{2}$	0.2130	40.09
$λ_{3}$	0.0069	0.27

Estimation Period:
Jun 15, 1993 to Dec 27, 2024

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Volatility Forecasts