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Polish Zloty Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:6.27% (-0.08%)
Analysis last updated: Sunday, December 7, 2025 at 01:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.68385.03
α0.05827.66
β0.918290.19
γ10.00930.28
γ2-0.0165-0.32
γ3-0.0006-0.02
γ40.04331.64
γ5-0.1150-4.96
γ60.14616.29
γ7-0.0889-3.62
γ80.03171.23
γ9-0.0146-0.83
Estimation Period:
Sep 1, 1993 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts