V-Lab
V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, July 15th, 2024:8.54% (-0.10%)

Analysis last updated: Friday, July 12, 2024 at 07:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.70255.59
α0.06127.35
β0.910180.00
γ10.03230.72
γ2-0.0547-0.79
γ30.03160.67
γ4-0.0157-0.34
γ50.03560.75
γ6-0.1269-3.17
γ70.20555.99
γ8-0.1708-5.23
γ90.11373.40
γ10-0.0772-3.10
Estimation Period:
Sep 1, 1993 to Jul 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts