V-Lab
V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 2nd, 2023:10.02% (-0.19%)

Analysis last updated: Thursday, June 1, 2023 at 07:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.72556.94
α0.06817.02
β0.890161.50
γ10.05501.27
γ2-0.0937-1.41
γ30.07021.57
γ4-0.0701-1.72
γ50.11052.94
γ6-0.2083-6.97
γ70.26019.42
γ8-0.1964-6.02
γ90.13983.89
γ10-0.1026-3.57
Estimation Period:
Sep 1, 1993 to May 27, 2023
Impact of return on volatility tomorrow
Volatility Forecasts