V-Lab
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 ·

All

graph of Polish Zloty S0GARCH
paramt-stat
ω0.69915.63
α0.05977.48
β0.913483.15
γ10.01700.51
γ2-0.0263-0.51
γ3-0.0023-0.06
γ40.05832.21
γ5-0.1374-5.54
γ60.16216.49
γ7-0.1016-3.74
γ80.05462.04
γ9-0.0379-2.10
Estimation Period:
Sep 1, 1993 to Dec 20, 2024
Impact of return on volatility tomorrow
Volatility Forecasts