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

V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, August 12th, 2025:9.55% (-0.21%)

Analysis last updated: Monday, August 11, 2025 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6612	5.05
$α$	0.0588	7.54
$β$	0.9150	85.50
$γ_{1}$	0.0088	0.27
$γ_{2}$	-0.0169	-0.34
$γ_{3}$	-0.0001	-0.00
$γ_{4}$	0.0472	1.85
$γ_{5}$	-0.1226	-5.41
$γ_{6}$	0.1530	6.76
$γ_{7}$	-0.0966	-3.98
$γ_{8}$	0.0469	1.87
$γ_{9}$	-0.0312	-1.83

Estimation Period:
Sep 1, 1993 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts