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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 21st, 2025:11.31% (-0.37%)

Analysis last updated: Friday, April 18, 2025 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6595	4.92
$α$	0.0595	7.59
$β$	0.9147	85.68
$γ_{1}$	0.0096	0.28
$γ_{2}$	-0.0183	-0.35
$γ_{3}$	-0.0005	-0.01
$γ_{4}$	0.0512	1.97
$γ_{5}$	-0.1288	-5.43
$γ_{6}$	0.1571	6.61
$γ_{7}$	-0.0994	-3.87
$γ_{8}$	0.0522	2.02
$γ_{9}$	-0.0365	-2.10

Estimation Period:
Sep 1, 1993 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts