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

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Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:6.67% (+0.34%)

Analysis last updated: Friday, December 12, 2025 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6794	4.77
$α$	0.0579	7.75
$β$	0.9199	93.05
$γ_{1}$	0.0079	0.23
$γ_{2}$	-0.0154	-0.30
$γ_{3}$	0.0001	0.00
$γ_{4}$	0.0430	1.58
$γ_{5}$	-0.1150	-4.84
$γ_{6}$	0.1462	6.12
$γ_{7}$	-0.0887	-3.50
$γ_{8}$	0.0307	1.15
$γ_{9}$	-0.0134	-0.74

Estimation Period:
Sep 1, 1993 to Dec 12, 2025

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