V-Lab: Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:8.77% (-0.16%)

Analysis last updated: Friday, May 9, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6622	5.11
$α$	0.0594	7.53
$β$	0.9138	84.12
$γ_{1}$	0.0100	0.30
$γ_{2}$	-0.0184	-0.36
$γ_{3}$	-0.0010	-0.03
$γ_{4}$	0.0516	2.01
$γ_{5}$	-0.1289	-5.56
$γ_{6}$	0.1569	6.78
$γ_{7}$	-0.0989	-3.95
$γ_{8}$	0.0509	2.01
$γ_{9}$	-0.0350	-2.05

Estimation Period:
Sep 1, 1993 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts