V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:0.75% (-2.85%)

Analysis last updated: Friday, May 30, 2025 at 07:11 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
$β$	0.0024	24,320.00
$γ$	-0.0048	-48,440.00
$λ_{1}$	0.2462	23.60
$λ_{2}$	0.1928	34.59
$λ_{3}$	0.0067	0.22

Estimation Period:
Jun 15, 1993 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts