V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:-0.00% (-5.10%)

Analysis last updated: Friday, August 29, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6573	6,573,090.00
$β$	0.0927	926,910.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0712	17.27
$λ_{2}$	0.8315	15.43
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts