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, November 3rd, 2025:7.16% (-0.13%)

Analysis last updated: Sunday, November 2, 2025 at 01:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6760	5.10
$α$	0.0577	7.57
$β$	0.9177	88.63
$γ_{1}$	0.0092	0.28
$γ_{2}$	-0.0164	-0.33
$γ_{3}$	-0.0009	-0.03
$γ_{4}$	0.0450	1.74
$γ_{5}$	-0.1176	-5.14
$γ_{6}$	0.1485	6.49
$γ_{7}$	-0.0921	-3.79
$γ_{8}$	0.0379	1.49
$γ_{9}$	-0.0212	-1.23

Estimation Period:
Sep 1, 1993 to Oct 31, 2025

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Volatility Forecasts