V-Lab
V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 30th, 2023:22.47% (-1.16%)

Analysis last updated: Sunday, January 29, 2023, 01:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.76207.13
α0.06666.95
β0.894663.05
γ10.07201.59
γ2-0.1215-1.75
γ30.08911.93
γ4-0.0858-2.06
γ50.12533.37
γ6-0.2188-7.35
γ70.25958.62
γ8-0.1861-5.05
γ90.12843.29
γ10-0.0952-3.10
Estimation Period:
Sep 1, 1993 to Jan 28, 2023
Impact of return on volatility tomorrow
Volatility Forecasts