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, April 13th, 2026
1 Day
0.68%
decreased by 1.72%
1 Week
0.73%
decreased by 1.67%
1 Month
0.72%
decreased by 1.68%
Analysis last updated: Friday, April 10, 2026 at 07:04 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 | |
| 0.0035 | 34,700.00 | |
| -0.0069 | -69,210.00 | |
| 0.2381 | 238,129.00 | |
| 0.2115 | 2,114,800.00 | |
| 0.0097 | 96,900.00 |
Estimation Period:
Jun 15, 1993 to Apr 10, 2026
Jun 15, 1993 to Apr 10, 2026
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