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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7884	6.05***
αARCH	0.0543	8.72***
βGARCH	0.9360	133.01***

γ₁	-0.0026	-2.59***
γ₂	0.0033	2.64***

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7884	6.05***
α ARCH Response to squared shocks	0.0543	8.72***
β GARCH Volatility persistence	0.9360	133.01***

γ₁	-0.0026	-2.59***
γ₂	0.0033	2.64***

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Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Polish Zloty Analyses