V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:4.03% (-2.34%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6239	6,239,410.00
$β$	0.1261	1,260,590.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0714	11.93
$λ_{2}$	0.8319	13.45
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to May 9, 2025

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Volatility Forecasts