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, June 22nd, 2026
1 Day
-0.00%
decreased by 9.59%
1 Week
1.44%
decreased by 8.15%
1 Month
3.57%
decreased by 6.02%
Analysis last updated: Sunday, June 21, 2026 at 01:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6239 | 6,239,410.00 | |
| 0.1261 | 1,260,590.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0705 | 11.79 | |
| 0.8319 | 13.21 | |
| 0.0000 | 0.00 |
Estimation Period:
Jun 15, 1993 to Jun 19, 2026
Jun 15, 1993 to Jun 19, 2026
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