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

Skip to main content

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:7.70% (-0.16%)

Analysis last updated: Sunday, October 12, 2025 at 01:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6699	5.11
$α$	0.0584	7.56
$β$	0.9159	86.53
$γ_{1}$	0.0098	0.30
$γ_{2}$	-0.0181	-0.36
$γ_{3}$	0.0010	0.03
$γ_{4}$	0.0439	1.71
$γ_{5}$	-0.1179	-5.21
$γ_{6}$	0.1491	6.60
$γ_{7}$	-0.0928	-3.85
$γ_{8}$	0.0400	1.59
$γ_{9}$	-0.0239	-1.40

Estimation Period:
Sep 1, 1993 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts