V-Lab: Polish Zloty MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

Polish Zloty MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:4.44% (-3.89%)

Analysis last updated: Sunday, October 12, 2025 at 02:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.6882	6,882,260.00
$β$	0.0618	617,740.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0475	7.48
$λ_{2}$	0.9176	11.65
$λ_{3}$	0.0000	0.00

Estimation Period:
Jun 15, 1993 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts