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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:7.42% (-0.07%)

Analysis last updated: Monday, July 14, 2025 at 07:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6626	5.05
$α$	0.0589	7.54
$β$	0.9150	85.45
$γ_{1}$	0.0093	0.28
$γ_{2}$	-0.0173	-0.34
$γ_{3}$	-0.0007	-0.02
$γ_{4}$	0.0489	1.91
$γ_{5}$	-0.1250	-5.45
$γ_{6}$	0.1544	6.74
$γ_{7}$	-0.0970	-3.94
$γ_{8}$	0.0470	1.86
$γ_{9}$	-0.0308	-1.82

Estimation Period:
Sep 1, 1993 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts