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 1st, 2026
1 Day
2.80%
decreased by 5.01%
1 Week
3.55%
decreased by 4.26%
1 Month
7.03%
decreased by 0.78%
Analysis last updated: Friday, May 29, 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 | ||
| 0.6618 | 6,617,560.00 | |
| 0.0882 | 882,440.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0569 | 16.40 | |
| 0.8823 | 10,630.64 | |
| 0.0000 | 0.01 |
Estimation Period:
Jun 15, 1993 to May 29, 2026
Jun 15, 1993 to May 29, 2026
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