V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

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V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 25th, 2023:0.00% (-12.97%)

Analysis last updated: Friday, September 22, 2023 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6618	6617560.00
$β$	0.0882	882440.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0578	11.04
$λ_{2}$	0.8823	13.68
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Sep 22, 2023

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