V-Lab
V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:8.05% (-0.13%)

Analysis last updated: Thursday, October 10, 2024 at 07:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.68135.30
α0.05977.50
β0.913983.77
γ10.01470.42
γ2-0.0243-0.45
γ3-0.0017-0.05
γ40.05922.18
γ5-0.1391-5.36
γ60.16116.14
γ7-0.0988-3.46
γ80.05511.98
γ9-0.0412-2.18
Estimation Period:
Sep 1, 1993 to Oct 4, 2024
Impact of return on volatility tomorrow
Volatility Forecasts