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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 18th, 2025:11.65% (-0.11%)

Analysis last updated: Thursday, April 17, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6645	5.08
$α$	0.0596	7.54
$β$	0.9139	84.41
$γ_{1}$	0.0107	0.32
$γ_{2}$	-0.0197	-0.38
$γ_{3}$	-0.0003	-0.01
$γ_{4}$	0.0519	2.00
$γ_{5}$	-0.1301	-5.52
$γ_{6}$	0.1579	6.70
$γ_{7}$	-0.0998	-3.91
$γ_{8}$	0.0528	2.06
$γ_{9}$	-0.0372	-2.16

Estimation Period:
Sep 1, 1993 to Apr 11, 2025

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Volatility Forecasts

Volatility Forecasts