V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:12.18% (-46.57%)

Analysis last updated: Wednesday, July 30, 2025 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0000	100.00
$γ$	-0.0000	-0.00
$λ_{1}$	0.2372	31.80
$λ_{2}$	0.2318	28.21
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Jul 25, 2025

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