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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:8.12% (-0.17%)

Analysis last updated: Friday, September 19, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6725	5.13
$α$	0.0592	7.58
$β$	0.9150	85.86
$γ_{1}$	0.0094	0.29
$γ_{2}$	-0.0167	-0.33
$γ_{3}$	-0.0011	-0.03
$γ_{4}$	0.0463	1.80
$γ_{5}$	-0.1204	-5.30
$γ_{6}$	0.1512	6.66
$γ_{7}$	-0.0948	-3.91
$γ_{8}$	0.0431	1.71
$γ_{9}$	-0.0269	-1.58

Estimation Period:
Sep 1, 1993 to Sep 19, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts