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

V-Lab

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V-Lab

Polish Zloty Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:8.82% (-0.21%)

Analysis last updated: Friday, December 20, 2024 at 07:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6991	5.63
$α$	0.0597	7.48
$β$	0.9134	83.15
$γ_{1}$	0.0170	0.51
$γ_{2}$	-0.0263	-0.51
$γ_{3}$	-0.0023	-0.06
$γ_{4}$	0.0583	2.21
$γ_{5}$	-0.1374	-5.54
$γ_{6}$	0.1621	6.49
$γ_{7}$	-0.1016	-3.74
$γ_{8}$	0.0546	2.04
$γ_{9}$	-0.0379	-2.10

Estimation Period:
Sep 1, 1993 to Dec 20, 2024

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