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 25th, 2026
1 Day
2.08%
increased by 1.02%
1 Week
20,875.78%
increased by 20,874.72%
1 Month
2,549,547,489,261,575,000,000.00%
increased by 2,549,547,489,261,575,000,000.00%
Analysis last updated: Sunday, May 24, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0006 | 5,920.00 | |
| -0.0012 | -11,630.00 | |
| 0.1838 | 49.34 | |
| 0.0643 | 60.82 | |
| 0.3275 | 28.50 |
Estimation Period:
Jun 15, 1993 to May 22, 2026
Jun 15, 1993 to May 22, 2026
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