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

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Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:6.28% (-0.08%)

Analysis last updated: Sunday, November 23, 2025 at 02:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6798	4.97
$α$	0.0582	7.68
$β$	0.9183	90.48
$γ_{1}$	0.0091	0.28
$γ_{2}$	-0.0169	-0.33
$γ_{3}$	0.0002	0.01
$γ_{4}$	0.0438	1.66
$γ_{5}$	-0.1162	-4.98
$γ_{6}$	0.1469	6.27
$γ_{7}$	-0.0900	-3.61
$γ_{8}$	0.0340	1.30
$γ_{9}$	-0.0170	-0.96

Estimation Period:
Sep 1, 1993 to Nov 21, 2025

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